Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model

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作者：
Huang, Menglei [1 ]
Zhou, Qing [1 ]
机构：
[1] School of Science, Key Laboratory of Mathematics and Information Networks, Ministry of Education, Beijing University of Posts and Telecommunications, Beijing,100876, China
来源：
Computational and Applied Mathematics | / 43卷 / 04期
关键词：
Compilation and indexing terms; Copyright 2025 Elsevier Inc;
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摘要：
Dynamic programming - Nonlinear equations - Optimal systems - Partial differential equations - Perturbation techniques - Stochastic models - Stochastic programming - Stochastic systems - Wages
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