Back to matchesWe found a matchYour institution may have rights to this item. Sign in to continue.TitleOptimal consumption-investment under partial information in conditionally log-Gaussian models.AuthorsHideo NagaiSubjectsHAMILTON-Jacobi-Bellman equation; MACROECONOMIC models; STOCHASTIC control theory; STOCHASTIC partial differential equations; WIENER processes; ADJOINT differential equations; STOCHASTIC differential equationsPublicationProbability, Uncertainty & Quantitative Risk, 2023, Vol 8, Issue 1, p95ISSN2095-9672Publication typeArticleDOI10.3934/puqr.2023005