Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401)
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scientific article; zbMATH DE number 7538995
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Free boundary problem for an optimal investment problem with a borrowing constraint |
scientific article; zbMATH DE number 7538995 |
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Free boundary problem for an optimal investment problem with a borrowing constraint (English)
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9 June 2022
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free boundary problem
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stochastic optimal control
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optimal investment
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CRRA utility
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borrowing constraint
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0.92913544
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0.8865632
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0.8772329
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0.86915886
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0.8655703
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0.86437553
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0.8630916
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