scientific article; zbMATH DE number 4012262

zbMATH Open0623.90001MaRDI QIDQ3762023FDOQ3762023

Authors: John P. Lehoczky, Suresh P. Sethi, Steven Shreve 

Publication date: 1985

Title of this publication is not available (Why is that?)

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zbMATH Keywords

infinite horizonconsumption/investment decision makingtotal discounted utility

Mathematics Subject Classification ID

Decision theory (91B06) Economic growth models (91B62)

Cited In (7)

• Optimal consumption choices with anticipation: Methods of martingale
• A consumption and investment problem via a Markov decision processes approach with random horizon
• Title not available (Why is that?)
• Stochastic control theory and operational research
• Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients
• Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
• Nonsmooth sequential analysis in Asplund spaces

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