A variational problem arising in financial economics

DOI10.1016/0304-4068(91)90004-DzbMath0734.90009OpenAlexW2015712383WikidataQ127960079 ScholiaQ127960079MaRDI QIDQ811312

Publication date: 1991

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(91)90004-d

zbMATH Keywords

continuous time dynamic consumption-portfolio problem

Mathematics Subject Classification ID

Variational inequalities (49J40) Economic growth models (91B62)

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