A consumption-investment problem with constraints on minimum and maximum consumption rates
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Cites work
- scientific article; zbMATH DE number 4010171 (Why is no real title available?)
- An Optimal Investment/Consumption Model with Borrowing
- An optimal consumption-investment model with constraint on consumption
- Consumption and investment under constraints
- Consumption-Investment Models with Constraints
- Continuous-time stochastic control and optimization with financial applications
- Hedging contingent claims with constrained portfolios
- Income drawdown option with minimum guarantee
- Optimal lifetime consumption and investment under a drawdown constraint
- Optimum consumption and portfolio rules in a continuous-time model
- Risk Aversion in the Small and in the Large
- Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
Cited in
(11)- Portfolio-consumption choice problem with voluntary retirement and consumption constraints
- Merton's financial multi-agent consumption
- Consumption-Investment Models with Constraints
- Optimal consumption and portfolio selection with lower and upper bounds on consumption
- Some results for a \(p(x)\)-Kirchhoff type variation-inequality problems in non-divergence form
- Optimal consumption-investment with critical wealth level
- An optimal consumption-investment model with constraint on consumption
- A consumption-investment model with state-dependent lower bound constraint on consumption
- Investment and consumption problem in finite time with consumption constraint
- Consumption and investment under constraints
- An optimal investment problem with nonsmooth and nonconcave utility over a finite time horizon
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