AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (Q4959414)
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scientific article; zbMATH DE number 7394633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH |
scientific article; zbMATH DE number 7394633 |
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AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (English)
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13 September 2021
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portfolio selection
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quadratic utility
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subsistence consumption constraints
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dynamic programming method
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