Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon (Q742535)
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scientific article; zbMATH DE number 6345840
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| English | Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon |
scientific article; zbMATH DE number 6345840 |
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Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon (English)
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18 September 2014
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optimal consumption
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singular control problem
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free boundary value problem
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0.93497753
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0.9105084
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0.8814917
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0.87757766
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0.85375464
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0.85368955
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0.8504144
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0.8495483
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0.8446906
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