Minimizing the probability of lifetime drawdown under constant consumption (Q343998): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:39, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing the probability of lifetime drawdown under constant consumption |
scientific article |
Statements
Minimizing the probability of lifetime drawdown under constant consumption (English)
0 references
21 November 2016
0 references
optimal investment
0 references
stochastic optimal control
0 references
probability of drawdown
0 references
optimal controller-stopper problem
0 references
duality argument
0 references
free-boundary problem
0 references
