Optimal Consumption over Time when Prices and Interest Rates Follow a Markovian Process

DOI10.2307/1913584zbMath0314.90010OpenAlexW1996272782MaRDI QIDQ4074606

Achilleas Anastasopoulos, Stratis Kounias

Publication date: 1975

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913584

Mathematics Subject Classification ID

Utility theory (91B16) Trade models (91B60) Markov processes (60Jxx)

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