Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502)
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scientific article; zbMATH DE number 7054543
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility Maximization Under Trading Constraints with Discontinuous Utility |
scientific article; zbMATH DE number 7054543 |
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Utility Maximization Under Trading Constraints with Discontinuous Utility (English)
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14 May 2019
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discontinuous utility function
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convex cone constraint
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variational inequality
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viscosity solution
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stochastic control
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