OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (Q3393969): Difference between revisions
From MaRDI portal
Latest revision as of 21:42, 1 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES |
scientific article |
Statements
OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (English)
0 references
28 August 2009
0 references
optimal consumption and investment
0 references
inflation
0 references
stochastic control with partial observations
0 references
separation principle
0 references
Zakai equation
0 references
0 references
0 references