Optimal Investment and Consumption With Two Bonds and Transaction Costs<sup>1</sup> (Q4346053)
From MaRDI portal
scientific article; zbMATH DE number 1040613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment and Consumption With Two Bonds and Transaction Costs<sup>1</sup> |
scientific article; zbMATH DE number 1040613 |
Statements
Optimal Investment and Consumption With Two Bonds and Transaction Costs<sup>1</sup> (English)
0 references
31 August 1997
0 references
transaction costs
0 references
optimal control
0 references
utility maximization
0 references
free boundary
0 references
variational inequality
0 references
