Duality for optimal consumption with randomly terminating income (Q6054381)
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scientific article; zbMATH DE number 7743036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality for optimal consumption with randomly terminating income |
scientific article; zbMATH DE number 7743036 |
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Duality for optimal consumption with randomly terminating income (English)
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28 September 2023
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duality
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HJB equation
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portfolio optimization
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supermartingale deflator
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terminating income
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utility from consumption
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