On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: II. Verification Theorem (Q3143265)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: II. Verification Theorem |
scientific article |
Statements
On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: II. Verification Theorem (English)
0 references
29 November 2012
0 references
optimal consumption problem
0 references
hyperbolic absolute risk aversion utility
0 references
factor model
0 references
HJB equation
0 references
subsolution
0 references
supersolution
0 references
