An optimal investment/consumption problem with higher borrowing rate
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Publication:1387523
DOI10.1007/s11766-998-0010-xzbMath0914.90027OpenAlexW2035221079MaRDI QIDQ1387523
Wensheng Xu, Xiong-wei Wu, Shu-ping Chen
Publication date: 7 June 1998
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-998-0010-x
Optimal stochastic control (93E20) Optimality conditions for free problems in one independent variable (49K05)
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