Optimal consumption under deterministic income
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Publication:2250072
DOI10.1007/s10957-013-0320-xzbMath1305.49034OpenAlexW2118811330MaRDI QIDQ2250072
Stefan Thonhauser, Julia Eisenberg, Peter Grandits
Publication date: 4 July 2014
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-013-0320-x
optimal controlHamilton-Jacobi-Bellman equationvalue functionviscosity solutionsoptimal consumptionsemi-continuous envelopes
Applications of optimal control and differential games (49N90) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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Uses Software
Cites Work
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