Optimal Investment with Time-Varying Stochastic Endowments (Q5097224)
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scientific article; zbMATH DE number 7574023
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment with Time-Varying Stochastic Endowments |
scientific article; zbMATH DE number 7574023 |
Statements
Optimal Investment with Time-Varying Stochastic Endowments (English)
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22 August 2022
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utility maximization
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Hamilton-Jacobi-Bellman equation
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stochastic endowment
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viscosity solution
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