Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers (Q3320264)
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scientific article; zbMATH DE number 3850970
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| English | Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers |
scientific article; zbMATH DE number 3850970 |
Statements
Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers (English)
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1984
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Singular control
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one-dimensional diffusion
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infinite horizon model
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absorption
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reflection
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optimal policy
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