Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618)
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scientific article; zbMATH DE number 6196986
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| English | Optimal consumption in a Brownian model with absorption and finite time horizon |
scientific article; zbMATH DE number 6196986 |
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Optimal consumption in a Brownian model with absorption and finite time horizon (English)
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9 August 2013
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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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0.9408805966377258
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0.8371468782424927
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0.7888152599334717
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0.780101478099823
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