Optimal investment-consumption problem with constraint (Q380510): Difference between revisions
From MaRDI portal
Removed claims |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Kok Lay Teo / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.3934/jimo.2013.9.743 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2043651232 / rank | |||
Normal rank | |||
Latest revision as of 01:22, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-consumption problem with constraint |
scientific article |
Statements
Optimal investment-consumption problem with constraint (English)
0 references
14 November 2013
0 references
investment
0 references
consumption
0 references
martingale
0 references
duality
0 references
dynamic risk constraint
0 references
