Optimal investment-consumption problem with constraint
From MaRDI portal
Recommendations
- Optimal consumption and investment in incomplete markets with general constraints
- Consumption and investment under constraints
- Consumption and investment under constraints
- OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS
- Convex duality in constrained portfolio optimization
Cited in
(12)- A consumption-investment problem with constraints on minimum and maximum consumption rates
- Optimal investment problem under non-extensive statistical mechanics
- Differential optimization in finite-dimensional spaces
- Optimal consumption with reference-dependent preferences in on-the-job search and savings
- Optimal consumption-portfolio problem with CVaR constraints
- Free boundary problem for an optimal investment problem with a borrowing constraint
- Consumption/investment problem when the investment opportunity set can be enlarged by information gathering
- scientific article; zbMATH DE number 6402032 (Why is no real title available?)
- Consumption and investment under constraints
- Consumption and investment under constraints
- Optimal consumption and investment with welfare constraints
- Fiscal centralization vs. decentralization on economic growth and welfare: an optimal-control approach
This page was built for publication: Optimal investment-consumption problem with constraint
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q380510)
