Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints (Q2024617)
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scientific article; zbMATH DE number 7343412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints |
scientific article; zbMATH DE number 7343412 |
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Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints (English)
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4 May 2021
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portfolio selection
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time-varying subsistence consumption constraints
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utility maximization
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martingale method
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Cauchy problem
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integral transform
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