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Optimal stopping investment with non-smooth utility over an infinite time horizon - MaRDI portal

Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273)

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Optimal stopping investment with non-smooth utility over an infinite time horizon
scientific article

    Statements

    title
    Optimal stopping investment with non-smooth utility over an infinite time horizon (English)
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    author
    Xiao Shan Chen
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    Xun Li
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    Fa-huai Yi
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    publication date
    21 June 2019
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    zbMATH Keywords
    optimal stopping
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    optimal investment
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    non-smooth utility
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    dual transformation
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    free boundary
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    93E20
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    34B15
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    zbMATH DE Number
    7070325
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    OpenAlex ID
    W2802956242
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    Wikidata QID
    Q129711208
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    DOI
    10.3934/JIMO.2018033
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