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
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An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon
scientific article; zbMATH DE number 7209460

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    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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