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Optimal consumption problem in the Vasicek model - MaRDI portal

Optimal consumption problem in the Vasicek model (Q3455473)

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Optimal consumption problem in the Vasicek model
scientific article

    Statements

    title
    Optimal consumption problem in the Vasicek model (English)
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    author
    Jakub Trybuła
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    publication date
    4 December 2015
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    zbMATH Keywords
    stochastic control
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    interest rate model
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    optimal consumption
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    HJB equation
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91G80
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    60H30
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    35Q91
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    90C39
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    zbMATH DE Number
    6516489
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