An Optimal Consumption Problem for General Factor Models (Q4586150): Difference between revisions

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Latest revision as of 10:22, 30 July 2024

scientific article; zbMATH DE number 6935550
Language Label Description Also known as
English
An Optimal Consumption Problem for General Factor Models
scientific article; zbMATH DE number 6935550

    Statements

    title
    An Optimal Consumption Problem for General Factor Models (English)
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    publication date
    12 September 2018
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    zbMATH Keywords
    optimal consumption problem
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    power utility
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    factor model
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    HJB equation
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    subsolution
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    supersolution
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    cites work
    Q3997913
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    Q3160510
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    Q3760262
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    Q4368791
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    Q3910361
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    Q5562267
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    Q4429138
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    Identifiers

    DOI
    10.1137/17M1135864
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    Mathematics Subject Classification ID
    91G10
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    93E20
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    49L20
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    60H30
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    zbMATH DE Number
    6935550
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    OpenAlex ID
    W2891746020
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