An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon (Q5112730)
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scientific article; zbMATH DE number 7209460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon |
scientific article; zbMATH DE number 7209460 |
Statements
An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon (English)
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8 June 2020
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optimal investment
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parabolic quasi-linear equation
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nonsmooth
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nonconcave
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dual transformation
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