DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS (Q5422630)
From MaRDI portal
scientific article; zbMATH DE number 5205655
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS |
scientific article; zbMATH DE number 5205655 |
Statements
DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS (English)
0 references
29 October 2007
0 references
utility maximization
0 references
optimal investment and consumption
0 references
market frictions
0 references
convex duality
0 references
Lagrangian semimartingale
0 references
0 references
0 references
0 references
