An optimal consumption-investment model with constraint on consumption (Q326805)
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scientific article; zbMATH DE number 6637804
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| English | An optimal consumption-investment model with constraint on consumption |
scientific article; zbMATH DE number 6637804 |
Statements
An optimal consumption-investment model with constraint on consumption (English)
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12 October 2016
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optimal consumption-investment model
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constrained viscosity solution
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free boundary problem
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stochastic control in finance
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constrained consumption
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0.8738935589790344
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0.8735935091972351
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0.8704494833946228
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0.8652822375297546
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0.8336920738220215
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