Optimal Investment and Consumption With Two Bonds and Transaction Costs<sup>1</sup> (Q4346053)
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scientific article; zbMATH DE number 1040613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment and Consumption With Two Bonds and Transaction Costs<sup>1</sup> |
scientific article; zbMATH DE number 1040613 |
Statements
Optimal Investment and Consumption With Two Bonds and Transaction Costs<sup>1</sup> (English)
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31 August 1997
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transaction costs
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optimal control
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utility maximization
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free boundary
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variational inequality
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