Minimizing the probability of lifetime drawdown under constant consumption (Q343998): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6654911
@@ Property / zbMATH DE Number: 6654911 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal investment
@@ Property / zbMATH Keywords: optimal investment / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic optimal control
@@ Property / zbMATH Keywords: stochastic optimal control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+probability of drawdown
@@ Property / zbMATH Keywords: probability of drawdown / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal controller-stopper problem
@@ Property / zbMATH Keywords: optimal controller-stopper problem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+duality argument
@@ Property / zbMATH Keywords: duality argument / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+free-boundary problem
@@ Property / zbMATH Keywords: free-boundary problem / rank @@
+Normal rank

Revision as of 06:51, 28 June 2023