Optimal Consumption Until Ruin for an Endowment Described by an Autonomous ODE for an Infinite Time Horizon (Q3186538)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Consumption Until Ruin for an Endowment Described by an Autonomous ODE for an Infinite Time Horizon |
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Optimal Consumption Until Ruin for an Endowment Described by an Autonomous ODE for an Infinite Time Horizon (English)
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10 August 2016
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optimal consumption
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singular control problem
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free boundary value problem
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algorithmic solution
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viscosity solutions
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