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WebMar 20, 2024 · An optimal consumption and investment problem with partial information Part of: Mathematical finance Stochastic systems and control Stochastic analysis Hamilton-Jacobi theories, including dynamic programming Published online by Cambridge University Press: 20 March 2024 Hiroaki Hata and Shuenn-Jyi Sheu Article Metrics Save PDF Cite WebOptimal Financial Services has been providing professional assistance to its clients for over 10 years in the areas of superannuation and direct equity investments. James Oliver – … WebJan 10, 2013 · Optimal Investment Home Book Authors: L. C. G. Rogers Presents the main methods for solving stochastic optimal control problems arising in finance Through a large number of worked problems, illustrates how to use a combination of analytic and numerical techniques to actually find a solution even when none is available in closed form daly feminist