On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution (Q3143264): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/110794845 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2019570835 / rank | |||
Normal rank | |||
Latest revision as of 20:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution |
scientific article |
Statements
On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution (English)
0 references
29 November 2012
0 references
optimal consumption problem
0 references
power utility
0 references
factor model
0 references
HJB equation
0 references
subsolution
0 references
supersolution
0 references
