b41618c627
- Add HJB/PMP/HJBI comparison overview table - Add Merton 1969 portfolio allocation example (log-utility, constant fraction) - Add Almgren-Chriss inventory liquidation example (LQR + TWAP-like schedule) - Add PMP costate derivation for Merton problem - Add American option as viscosity example (variational inequality, smooth-pasting) - Explain jump integral term intuition in HJBI - Add shooting method pseudocode for PMP - Mirror all enrichments in LaTeX .tex source - Regenerate PDF (13 pages, cross-refs resolved)
75 KiB
75 KiB