Consumption-Investment Models with Constraints
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Publication:4286618
DOI10.1137/S0363012991218827zbMath0790.90007OpenAlexW2173570290MaRDI QIDQ4286618
Publication date: 23 June 1994
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012991218827
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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