Pages that link to "Item:Q2347110"
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The following pages link to Optimal consumption and investment problem with random horizon in a BMAP model (Q2347110):
Displaying 3 items.
- Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon (Q742535) (← links)
- Adjoining batch Markov arrival processes of a Markov chain (Q1709411) (← links)
- A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)