%0 Journal Article
%T General Smooth Solutions to the HJB PDE: Applications to Finance
%A Moawia Alghalith
%J Quantitative Finance
%D 2012
%I arXiv
%X We overcome a major obstacle in mathematical optimization. In so doing, we provide a smooth solution to the HJB PDE without assuming the differentiability of the value function. We apply our method to financial models.
%U http://arxiv.org/abs/1211.5816v7