Dual Control Methods for a Mixed Control Problem with Optimal Stopping Arising in Optimal Consumption and Investment (Q5094719)

From MaRDI portal
scientific article; zbMATH DE number 7568037
Language Label Description Also known as
English
Dual Control Methods for a Mixed Control Problem with Optimal Stopping Arising in Optimal Consumption and Investment
scientific article; zbMATH DE number 7568037

    Statements

    Dual Control Methods for a Mixed Control Problem with Optimal Stopping Arising in Optimal Consumption and Investment (English)
    0 references
    0 references
    0 references
    0 references
    4 August 2022
    0 references
    optimal investment and consumption
    0 references
    stochastic control with optimal stopping
    0 references
    nonlinear free boundary problems
    0 references
    least-squares Monte-Carlo methods
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references