An Optimal Investment/Consumption Model with Borrowing
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Publication:3989818
DOI10.1287/moor.16.4.802zbMath0744.90004OpenAlexW1994019763MaRDI QIDQ3989818
Wendell H. Fleming, Thaleia Zariphopoulou
Publication date: 28 June 1992
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.16.4.802
borrowingsingle agentconsumption and investment decisionlogarithmic Brownian motion price fluctuations
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Portfolio theory (91G10)
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