An Optimal Consumption Problem for General Factor Models (Q4586150)
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scientific article; zbMATH DE number 6935550
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Optimal Consumption Problem for General Factor Models |
scientific article; zbMATH DE number 6935550 |
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An Optimal Consumption Problem for General Factor Models (English)
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12 September 2018
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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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