Optimal investment-consumption decisions with partially observed inflation: a discrete-time formulation

DOI10.1007/978-3-030-52970-3_4zbMath1479.91352OpenAlexW3036308687MaRDI QIDQ2057902

Suresh P. Sethi, Alain Bensoussan

Publication date: 7 December 2021

Full work available at URL: https://doi.org/10.1007/978-3-030-52970-3_4

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Portfolio theory (91G10)

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