Finite-horizon optimal consumption and investment problem with a preference change (Q1728053)
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scientific article; zbMATH DE number 7027379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-horizon optimal consumption and investment problem with a preference change |
scientific article; zbMATH DE number 7027379 |
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Finite-horizon optimal consumption and investment problem with a preference change (English)
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21 February 2019
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preference change
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portfolio selection
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optimal stopping problem
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variational inequality
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dual method
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