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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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon |
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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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