Optimal investment problem with complete memory on an infinite time horizon

DOI10.1080/03610926.2019.1640877OpenAlexW2963281629WikidataQ127435711 ScholiaQ127435711MaRDI QIDQ5079067

Quanxin Zhu, Lei Li, Hui Mi

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1640877

zbMATH Keywords

infinite time horizonstochastic delay differential equationexponential utility functioncomplete memory

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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