On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution (Q3143264): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:54, 3 February 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
