An Optimal Consumption Problem for General Factor Models (Q4586150)
From MaRDI portal
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
An Optimal Consumption Problem for General Factor Models (English)
0 references
12 September 2018
0 references
optimal consumption problem
0 references
power utility
0 references
factor model
0 references
HJB equation
0 references
subsolution
0 references
supersolution
0 references
