On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution (Q3143264)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution |
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On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution (English)
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29 November 2012
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optimal consumption problem
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power utility
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factor model
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HJB equation
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subsolution
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supersolution
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