Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy (Q5704192)

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scientific article; zbMATH DE number 2228357
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Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy
scientific article; zbMATH DE number 2228357

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    Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy (English)
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    11 November 2005
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    bankruptcy
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    consumption and investment
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    utility maximization
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    Hamilton-Jacobi-Bellman equation
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    free boundary problem
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