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"An Optimal Consumption Problem for General Factor Models."

Hiroaki Hata, Hideo Nagai, Shuenn-Jyi Sheu (2018)

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DOI: 10.1137/17M1135864

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - journals/siamco/HataNS18
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  - https://dblp.org/rec/journals/siamco/HataNS18
Hiroaki Hata, Hideo Nagai, Shuenn-Jyi Sheu:
An Optimal Consumption Problem for General Factor Models. SIAM J. Control. Optim. 56(5): 3149-3183 (2018)

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