Optimal Consumption over Time when Prices and Interest Rates Follow a Markovian Process

DOI10.2307/1913584MaRDI QIDQ4074606zbMATH OpenOpenAlexFDO

Authors Achilleas Anastasopoulos, Stratis Kounias

Publication date 1975

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913584

Mathematics Subject Classification ID

Markov processes (60Jxx) Utility theory (91B16) Trade models (91B60)

Cited in

(1)

• Solutions fiables à horizon fini d'un problème stoehastique de recherche optimale sous contrainte

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