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Robust consumption-investment problems with random market coefficients

✍ Scribed by Ulrich Rieder, Christoph Wopperer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Consumption-Investment Problem with Subs

✍ A. Cadenillas; S. P. Sethi 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 1004 KB

Optimal consumption and investment for m

✍ Berdjane, Belkacem; Pergamenshchikov, Serguei 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 1015 KB

Optimal Consumption-Investment Problems

✍ Castañeda-Leyva, Netzahualcóyotl; Hernández-Hernández, Daniel 📂 Article 📅 2005 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 252 KB

DUALITY IN OPTIMAL INVESTMENT AND CONSUM

✍ I. Klein; L. C. G. Rogers 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 171 KB

Robust optimal control for a consumption

✍ Alexander Schied 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 251 KB

EXPLICIT SOLUTIONS OF CONSUMPTION-INVEST

✍ Luz Rocío Sotomayor; Abel Cadenillas 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 267 KB