A long-term optimal consumption and investment problem with partial information
type: Item
instance of: scholarly article
title: A long-term optimal consumption and investment problem with partial information
zbMATH Open document ID: 1542.91358
author: Hiroaki Hata
published in: Mathematical Control and Related Fields
publication date: 2024-08-16T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60G46
zbMATH DE Number: 7897755
zbMATH Keywords: optimal consumption and investment
zbMATH Keywords: power utility
zbMATH Keywords: stochastic factor model
zbMATH Keywords: partial information
zbMATH Keywords: martingale method
MaRDI profile type: MaRDI publication profile
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DOI: 10.3934/MCRF.2023028
description: scientific article; zbMATH DE number 7897755