Finite-horizon optimal consumption and investment problem with a preference change (Q1728053)
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scientific article; zbMATH DE number 7027379
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| English | Finite-horizon optimal consumption and investment problem with a preference change |
scientific article; zbMATH DE number 7027379 |
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Finite-horizon optimal consumption and investment problem with a preference change (English)
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21 February 2019
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preference change
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portfolio selection
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optimal stopping problem
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variational inequality
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dual method
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0.8537061810493469
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0.8332733511924744
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0.8231234550476074
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0.805946946144104
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0.7910348773002625
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