The optimal mean variance problem with inflation (Q894986)

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The optimal mean variance problem with inflation
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    title
    The optimal mean variance problem with inflation (English)
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    author
    Jingzhen Liu
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    Alain Bensoussan
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    Ka-Fai Cedric Yiu
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    publication date
    25 November 2015
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    Mathematics Subject Classification ID
    90C39
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    93E20
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    35K61
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    zbMATH DE Number
    6513459
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    zbMATH Keywords
    mean variance
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    inflation
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    HJB equation
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    partial information
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    OpenAlex ID
    W2526718376
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