Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs (Q5408798)
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scientific article; zbMATH DE number 6283148
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs |
scientific article; zbMATH DE number 6283148 |
Statements
Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs (English)
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11 April 2014
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transaction costs
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optimal investment
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optimal consumption
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singular control
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free boundary problem
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shadow price
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