Pages that link to "Item:Q5464387"
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The following pages link to A stochastic control model of investment, production and consumption (Q5464387):
Displaying 11 items.
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
- A stochastic control model of investment and consumption with applications to financial economics (Q2213549) (← links)
- Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
- A Stochastic Analysis of an Input-Output Model (Q3712085) (← links)
- (Q4246113) (← links)
- Optimal investment problem with complete memory on an infinite time horizon (Q5079067) (← links)
- A stochastic control model of investment, production, and consumption on a finite horizon (Q5246792) (← links)
- Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment (Q6170028) (← links)