An optimal consumption-investment model with constraint on consumption (Q326805)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal consumption-investment model with constraint on consumption |
scientific article |
Statements
An optimal consumption-investment model with constraint on consumption (English)
0 references
12 October 2016
0 references
optimal consumption-investment model
0 references
constrained viscosity solution
0 references
free boundary problem
0 references
stochastic control in finance
0 references
constrained consumption
0 references
0 references
0 references
