Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters (Q4016754)
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scientific article; zbMATH DE number 89263
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| English | Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters |
scientific article; zbMATH DE number 89263 |
Statements
Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters (English)
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16 January 1993
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portfolio selection
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continuous time Markov chain
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finite horizon control
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gradient constraints
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finance
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0.8536552786827087
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0.8208208084106445
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