Utility Maximization with Discretionary Stopping (Q4507457)
From MaRDI portal
scientific article; zbMATH DE number 1519356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility Maximization with Discretionary Stopping |
scientific article; zbMATH DE number 1519356 |
Statements
Utility Maximization with Discretionary Stopping (English)
0 references
18 October 2000
0 references
utility maximization
0 references
stochastic control
0 references
optimal stopping
0 references
variational inequality
0 references
duality
0 references
convex analysis
0 references
martingale representation
0 references
existence of optimal strategies
0 references
