A consumption-investment model with state-dependent lower bound constraint on consumption (Q2166446)
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scientific article; zbMATH DE number 7574900
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| default for all languages | No label defined |
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| English | A consumption-investment model with state-dependent lower bound constraint on consumption |
scientific article; zbMATH DE number 7574900 |
Statements
A consumption-investment model with state-dependent lower bound constraint on consumption (English)
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24 August 2022
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dynamic programming
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viscosity solution
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optimal consumption-investment
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dual transformation
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state-dependent constraint
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0.8735935091972351
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0.8561786413192749
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0.8540653586387634
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0.8519522547721863
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0.8475456237792969
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