A Consumption–Investment Problem with Production Possibilities (Q5493552)
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scientific article; zbMATH DE number 5066268
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Consumption–Investment Problem with Production Possibilities |
scientific article; zbMATH DE number 5066268 |
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A Consumption–Investment Problem with Production Possibilities (English)
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23 October 2006
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consumption-investment problem
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portfolio
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production
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stochastic equation
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martingale
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backward stochastic differential equation
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Bismut stochastic maximum principle
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Pontryagin maximum principle
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turnpike
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