Optimal portfolio and consumption selection problem with labor income under partial information

被引：0

作者：

Zhang, Pan-Pan ^{[1
]}

Wang, Guang-Chen ^{[1
]}

机构：

[1] School of Control Science and Engineering, Shandong University, Jinan,250061, China

来源：

Kongzhi Lilun Yu Yingyong/Control Theory and Applications | 2021年 / 38卷 / 11期

关键词：

D O I：

10.7641/CTA.2021.10783

中图分类号：

学科分类号：

摘要：

Kalman filters

引用

页码：1835 / 1844

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