Dual Control Methods for a Mixed Control Problem with Optimal Stopping Arising in Optimal Consumption and Investment (Q5094719)
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scientific article; zbMATH DE number 7568037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual Control Methods for a Mixed Control Problem with Optimal Stopping Arising in Optimal Consumption and Investment |
scientific article; zbMATH DE number 7568037 |
Statements
Dual Control Methods for a Mixed Control Problem with Optimal Stopping Arising in Optimal Consumption and Investment (English)
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4 August 2022
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optimal investment and consumption
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stochastic control with optimal stopping
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nonlinear free boundary problems
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least-squares Monte-Carlo methods
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