Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 35R35 / rank | |||
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| Property / zbMATH DE Number: 6196986 / rank | |||
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optimal consumption | |||
| Property / zbMATH Keywords: optimal consumption / rank | |||
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singular control problem | |||
| Property / zbMATH Keywords: singular control problem / rank | |||
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free boundary value problem | |||
| Property / zbMATH Keywords: free boundary value problem / rank | |||
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Revision as of 11:03, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption in a Brownian model with absorption and finite time horizon |
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Optimal consumption in a Brownian model with absorption and finite time horizon (English)
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9 August 2013
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optimal consumption
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singular control problem
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free boundary value problem
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