Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy (Q5704192)
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scientific article; zbMATH DE number 2228357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy |
scientific article; zbMATH DE number 2228357 |
Statements
Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy (English)
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11 November 2005
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bankruptcy
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consumption and investment
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utility maximization
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Hamilton-Jacobi-Bellman equation
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free boundary problem
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