Minimizing the probability of lifetime drawdown under constant consumption (Q343998)

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Minimizing the probability of lifetime drawdown under constant consumption
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    Minimizing the probability of lifetime drawdown under constant consumption (English)
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    21 November 2016
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    optimal investment
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    stochastic optimal control
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    probability of drawdown
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    optimal controller-stopper problem
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    duality argument
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    free-boundary problem
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