Optimal investment-consumption problem with constraint (Q380510): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Kok Lay Teo / rank | |||
Normal rank | |||
Revision as of 08:14, 10 February 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
