Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters (Q4016754): Difference between revisions
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Revision as of 13:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters |
scientific article |
Statements
Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters (English)
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16 January 1993
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portfolio selection
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continuous time Markov chain
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finite horizon control
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gradient constraints
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finance
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