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Publication:3762023
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zbMath0623.90001MaRDI QIDQ3762023

John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve

Publication date: 1985


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

infinite horizonconsumption/investment decision makingtotal discounted utility


Mathematics Subject Classification ID

Decision theory (91B06) Economic growth models (91B62)


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Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients ⋮ Nonsmooth sequential analysis in Asplund spaces ⋮ Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy ⋮ Stochastic control theory and operational research



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