Optimal consumption and portfolio policies with an infinite horizon: Existence and convergence
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Publication:1186294
DOI10.1214/aoap/1177005770zbMath0749.60039OpenAlexW2039568933MaRDI QIDQ1186294
Publication date: 28 June 1992
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005770
pointwise convergenceeconomies with an infinite horizonfinite horizon economiesoptimal consumption and portfolio problemrisky securities
Economic growth models (91B62) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)
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