Investment and consumption problem in finite time with consumption constraint
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Publication:4594374
DOI10.1051/cocv/2016052zbMath1382.35347OpenAlexW2471565049MaRDI QIDQ4594374
Jian-Bo Zhang, Xiongfei Jian, Fa-huai Yi
Publication date: 23 November 2017
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2016052
Stochastic models in economics (91B70) Optimal stochastic control (93E20) PDEs with randomness, stochastic partial differential equations (35R60) Free boundary problems for PDEs (35R35) Portfolio theory (91G10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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