On the Hamilton-Jacobi-Bellman equation for an optimal consumption problem: I. Existence of solution (Q3143264)
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scientific article; zbMATH DE number 6111100
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| English | On the Hamilton-Jacobi-Bellman equation for an optimal consumption problem: I. Existence of solution |
scientific article; zbMATH DE number 6111100 |
Statements
On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution (English)
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29 November 2012
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optimal consumption problem
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power utility
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factor model
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HJB equation
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subsolution
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supersolution
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0.8977091312408447
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0.8650790452957153
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0.8618816137313843
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0.8404407501220703
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0.8315361142158508
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