A long-term optimal consumption and investment problem with partial information (Q6588547)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A long-term optimal consumption and investment problem with partial information |
scientific article; zbMATH DE number 7897755
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A long-term optimal consumption and investment problem with partial information |
scientific article; zbMATH DE number 7897755 |
Statements
A long-term optimal consumption and investment problem with partial information (English)
0 references
16 August 2024
0 references
optimal consumption and investment
0 references
power utility
0 references
stochastic factor model
0 references
partial information
0 references
martingale method
0 references
0 references
0 references
0 references
0 references
0 references
