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An Optimal Consumption Problem for General Factor Models:
Hata, Hiroaki
;
Nagai, Hideo
;
Sheu, Shuenn-Jyi
SIAM Journal on Control and Optimization. 56 (2018) 5 - p. 3149-3183 , 2018
Link:
https://doi.org/10.1137/17m1135864
RT Journal T1 <Title>An Optimal Consumption Problem for General Factor Models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_17m1135864&Exemplar=1&LAN=DE A1 Hata, Hiroaki A1 Nagai, Hideo A1 Sheu, Shuenn-Jyi PB Society for Industrial & Applied Mathematics (SIAM) YR 2018 SN 0363-0129 SN 1095-7138 JF SIAM Journal on Control and Optimization VO 56 IS 5 SP 3149 OP 3183 LK http://dx.doi.org/https://doi.org/10.1137/17m1135864 DO https://doi.org/10.1137/17m1135864 SF ELIB - SuUB Bremen
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