A stochastic control model of investment and consumption with applications to financial economics (Q2213549)
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scientific article; zbMATH DE number 7280125
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| default for all languages | No label defined |
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| English | A stochastic control model of investment and consumption with applications to financial economics |
scientific article; zbMATH DE number 7280125 |
Statements
A stochastic control model of investment and consumption with applications to financial economics (English)
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2 December 2020
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Markov process
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stochastic differential equation
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optimal control and diffusion process
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0.849871814250946
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0.84820556640625
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0.8408688902854919
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0.8062525391578674
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