Optimal consumption-investment with critical wealth level
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Publication:302040
DOI10.1016/j.jmaa.2016.04.072zbMath1339.91106OpenAlexW2345456921MaRDI QIDQ302040
Gyoocheol Shim, Sungjun Kim, Sungsub Choi
Publication date: 4 July 2016
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.04.072
investmentconsumptiondynamic programming methodcritical wealthnonnegative insurance premium constraint
Cites Work