Optimal investment problem with complete memory on an infinite time horizon (Q5079067)
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scientific article; zbMATH DE number 7532145
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment problem with complete memory on an infinite time horizon |
scientific article; zbMATH DE number 7532145 |
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Optimal investment problem with complete memory on an infinite time horizon (English)
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25 May 2022
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stochastic delay differential equation
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exponential utility function
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complete memory
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infinite time horizon
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0.91156757
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0.8922919
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0.89018166
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0.8866851
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0.88123727
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0.88011867
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