Optimal consumption and investment with welfare constraints
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Publication:6130334
DOI10.1007/S00780-024-00529-1OpenAlexW4391653231WikidataQ128357220 ScholiaQ128357220MaRDI QIDQ6130334
Publication date: 2 April 2024
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-024-00529-1
general utilitydynamic constraintssingular control problemduality approachconsumption and investmentwelfare constraints
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