An optimal consumption and investment problem with partial information (Q5214995)
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scientific article; zbMATH DE number 7163640
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An optimal consumption and investment problem with partial information |
scientific article; zbMATH DE number 7163640 |
Statements
An optimal consumption and investment problem with partial information (English)
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5 February 2020
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optimal consumption and investment
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HARA utility
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stochastic factor model
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partial information
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Hamilton-Jacobi-Bellman equation
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0.909605860710144
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0.8891198635101318
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0.886252760887146
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0.8788254261016846
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0.8661558628082275
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