optimal consump0tion of an investment†

DOI10.1080/17442508408833310zbMath0547.60051OpenAlexW2051917907MaRDI QIDQ3339041

S. D. Jacka

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833310

zbMATH Keywords

expected utilitycadlag processoptimal consumption policymodel for the consumption of an invested resource

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) General theory of stochastic processes (60G07) Markov processes (60J99)

Cites Work

• Optimal Saving and Risk in Continuous Time
• Stimulating Prices in a Stochastic Model of Resource Allocation

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