Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption in a Brownian model with absorption and finite time horizon |
scientific article |
Statements
Optimal consumption in a Brownian model with absorption and finite time horizon (English)
0 references
9 August 2013
0 references
optimal consumption
0 references
singular control problem
0 references
free boundary value problem
0 references
