OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (Q3393969): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Alain Bensoussan / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Suresh P. Sethi / rank | |||
Normal rank |
Revision as of 09:13, 12 February 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