H-J-B equations of optimal consumption-investment and verification theorems (Q2348617)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | H-J-B equations of optimal consumption-investment and verification theorems |
scientific article |
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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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