A stochastic control model of investment, production, and consumption on a finite horizon (Q5246792)
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scientific article; zbMATH DE number 6428780
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| English | A stochastic control model of investment, production, and consumption on a finite horizon |
scientific article; zbMATH DE number 6428780 |
Statements
A stochastic control model of investment, production, and consumption on a finite horizon (English)
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22 April 2015
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stochastic control
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optimal investment policies
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Hamilton-Jacobi-Bellman equation
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dynamic programming principle
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PDE technique
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Leray-Schauder fixed-point theorem
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0.8723486661911011
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0.8636273145675659
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0.84820556640625
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0.8475397229194641
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