Finite Horizon Optimal Investment and Consumption with Transaction Costs (Q3557961)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Horizon Optimal Investment and Consumption with Transaction Costs |
scientific article |
Statements
Finite Horizon Optimal Investment and Consumption with Transaction Costs (English)
0 references
28 April 2010
0 references
free boundaries
0 references
gradient constraints
0 references
singular stochastic control
0 references
