Optimal investment-consumption problem with constraint (Q380510)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-consumption problem with constraint |
scientific article |
Statements
Optimal investment-consumption problem with constraint (English)
0 references
14 November 2013
0 references
investment
0 references
consumption
0 references
martingale
0 references
duality
0 references
dynamic risk constraint
0 references
