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Q5499227 - MaRDI portal

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scientific article; zbMATH DE number 6401210
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scientific article; zbMATH DE number 6401210

    Statements

    publication date
    11 February 2015
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    Mathematics Subject Classification ID
    91G10
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    60J75
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    93E20
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    zbMATH DE Number
    6401210
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    zbMATH Keywords
    optimal consumption investment decisions
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    stochastic optimal control
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    jump-diffusion model
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    Poisson process
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    correlated random disturbances
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    author
    Jing-Tao Shi
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