Im looking for a code for a the following maximisation problem for the following stochastic optimal maximisation problem

max = E(U(A_t)

subject to
dr(t) = theta(mu -r(t)) dt + sigma_rdW_t (ornstein-uhlenbeck process)

dA_t/A_t = [pi_Cr(t) +pi_D (gamma -delta_D) + pi_L (r(t)+ lambda_L)]dt + pi_D (sigma_D dW_D(t))+ pi_L(sigma_LdW_r(t))

V(A, psi) = sup_infimum u E [integral u (A/psi)]

after solving ,optimal investment strategy is given by

pi_D = -[gamma+sigma_D]/((sigma_D)^2)(delta -1))

pi_L=-[(sigma_r)^2+ (r(t)+lambda_L]/((delta-1)[(sigma_L)^2 + sigma_psi]^2)

pi_C= 1- pi_L _pi_D

using dummy parameters and initial conditions ,simulate in python using crra utility function , for a period of 10 years , propotions of wealth invested to each of cash , loans and deposits represented by pi_c , pi_L ,pi_D respectively

Nothing yet im clueless