A consumption-investment problem with constraints on minimum and maximum consumption rates (Q1743955)
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scientific article; zbMATH DE number 6860309
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| English | A consumption-investment problem with constraints on minimum and maximum consumption rates |
scientific article; zbMATH DE number 6860309 |
Statements
A consumption-investment problem with constraints on minimum and maximum consumption rates (English)
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16 April 2018
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consumption-investment problem
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free boundaries
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constraints on consumption rate
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optimal strategies
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0.9423843
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0.93393874
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0.9314363
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0.92290986
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0.91393745
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0.9139374
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0.9122841
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0.90318155
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