Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case (Q5130029): Difference between revisions
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Latest revision as of 08:51, 30 July 2024
scientific article; zbMATH DE number 7269416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case |
scientific article; zbMATH DE number 7269416 |
Statements
Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case (English)
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3 November 2020
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stochastic functional (delay) differential equations
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optimal control problems in infinite dimension in state constraints
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second order Hamilton-Jacobi-Bellman equations in infinite dimension
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verification theorems and optimal feedback controls
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life-cycle optimal portfolio with labor income
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wages with path dependent dynamics (sticky)
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