Optimally investing to reach a bequest goal (Q2520427): Difference between revisions

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+.00961
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+Correspondence between lifetime minimum wealth and utility of consumption
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+Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
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+Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark
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+Reaching goals by a deadline: digital options and continuous-time active portfolio management
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+Q5343895
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+General free-boundary problems for the heat equation. III
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+Adaptive control of a diffusion to a goal and a parabolic Monge-Ampère-type equation
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+Q4368791
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+Optimal Control of Favorable Games with a Time Limit
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+Reaching Zero Rapidly
@@ Property / cites work: Reaching Zero Rapidly / rank @@
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+Q3378055
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+Continuous-Time Red and Black: How to Control a Diffusion to a Goal
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+Controlling a Process to a Goal in Finite Time
@@ Property / cites work: Controlling a Process to a Goal in Finite Time / rank @@
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+Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
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