Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment (Q6170028)
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scientific article; zbMATH DE number 7727089
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| English | Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment |
scientific article; zbMATH DE number 7727089 |
Statements
Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment (English)
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15 August 2023
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inhomogeneous regime switching
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unemployment and reemployment
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optimal investment and consumption
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stochastic optimal control
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semimartingale
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0.87232375
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0.8666847
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0.8541165
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0.8481286
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0.84707034
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0.84638494
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0.8413858
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