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scientific article; zbMATH DE number 613246 - MaRDI portal

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Publication:4300420

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zbMath0805.90006MaRDI QIDQ4300420

Zhaojun Yang, Yiming Shi

Publication date: 12 February 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

portfolio stochastic dynamic programming optimal policies nonlinear filter optimal investment and consumption strategies

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Dynamic programming (90C39) Consumer behavior, demand theory (91B42) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

Optimal portfolio strategies with a liability and random risk: the case of different lending and borrowing rates.

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