H-J-B equations of optimal consumption-investment and verification theorems (Q2348617): Difference between revisions

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Latest revision as of 05:01, 10 July 2024

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H-J-B equations of optimal consumption-investment and verification theorems
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    H-J-B equations of optimal consumption-investment and verification theorems (English)
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    15 June 2015
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    utility maximization
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    risk-sensitive stochastic control
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    factor models
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    H-J-B equation
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    infinite time horizon
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