OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (Q3393969)
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scientific article; zbMATH DE number 5599333
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| default for all languages | No label defined |
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| English | OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES |
scientific article; zbMATH DE number 5599333 |
Statements
OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (English)
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28 August 2009
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optimal consumption and investment
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inflation
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stochastic control with partial observations
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separation principle
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Zakai equation
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0.9173533
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0.90636283
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0.9063295
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0.90446424
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0.9007835
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0.8969971
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0.8963621
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0.89514667
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