Optimal consumption under deterministic income
From MaRDI portal
Publication:2250072
DOI10.1007/s10957-013-0320-xzbMath1305.49034MaRDI QIDQ2250072
Peter Grandits, Stefan Thonhauser, Julia Eisenberg
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 control; Hamilton-Jacobi-Bellman equation; value function; viscosity solutions; optimal consumption; semi-continuous envelopes
49N90: Applications of optimal control and differential games
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
Uses Software