On consumption/investment problems with long-term time-average utilities-Reference-Cited by-同舟云学术

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On consumption/investment problems with long-term time-average utilities

Published:2000-01 Issue:3-4 Volume:68 Page:255-271
ISSN:1045-1129
Container-title:Stochastics and Stochastic Reports
language:en
Short-container-title:Stochastics and Stochastic Reports

Author:

Adachi Takashi¹,Morimoto Hiroaki²

Affiliation:

1. a Department of Computer and Mathematical Sciences , Graduate School of Information Sciences, Tohoku University , Aoba-ku, Sendai, 980-8577, Japan

2. b Department of Mathematical Sciences, Faculty of Science , Ehime University , Matsuyama, 790-0826, Japan

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442500008834225

Reference15 articles.

1. Bensoussan , A. 1988. “Perturbation Methods in Optimal Control”. New York: John Wiley.

2. Pitman Research Notes in Mathematics Series;Borkar V.S.,1989

3. Ergodicity for Infinite Dimensional Systems

4. Duffie , D. 1996. “Dynamic Asset Pricing Theory”. Princeton: Princeton Univ. Press.

5. Fleming , W.H. and Soner , H.M. 1993. “Controlled Markov Processes and Viscosity Solutions”. New York: Springer-Verlag.

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1. Optimal ergodic control of Markov diffusion processes with minimum variance;Stochastics;2012-07-10

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