On the \(\varepsilon\)-sufficient control in a Merton problem with ``physical'' white noise (Q3076437)
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scientific article; zbMATH DE number 5856302
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| English | On the \(\varepsilon\)-sufficient control in a Merton problem with ``physical'' white noise |
scientific article; zbMATH DE number 5856302 |
Statements
On the ε-sufficient control in one merton problem with “physical” white noise (English)
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22 February 2011
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Merton problem
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investment
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consumption
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risk assets
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exponential model
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Poisson process
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0.9451165199279784
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