Investment and consumption problem in finite time with consumption constraint
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Publication:4594374
DOI10.1051/cocv/2016052zbMath1382.35347MaRDI QIDQ4594374
Jian-Bo Zhang, Xiongfei Jian, Fa-huai Yi
Publication date: 23 November 2017
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2016052
91B70: Stochastic models in economics
93E20: Optimal stochastic control
35R60: PDEs with randomness, stochastic partial differential equations
35R35: Free boundary problems for PDEs
91G10: Portfolio theory
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
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