3 problems
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Comparison-principle conjecture for regime-switching HJB systems with common convex growth
Comparison-principle conjecture. Under these assumptions, the comparison principle of the paper's system comparison theorem extends to solutions in . This conjectu…
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Generalized convex-growth existence and uniqueness conjecture for regime-switching HJB systems
Generalized convex-growth existence and uniqueness conjecture. Under these assumptions, the system admits a unique solution . This conjecture proposes extendin…
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Strict monotonicity and concavity conjecture for the regime-switching value function
Let denote the value function for initial wealth in regime , and let be the set of regimes. Value-function shape conjecture. We conjecture that…