An optimal investment/consumption problem with higher borrowing rate
type: Item
instance of: scholarly article
title: An optimal investment/consumption problem with higher borrowing rate
zbMATH Open document ID: 0914.90027
author: Wensheng Xu
author: Xiong-wei Wu
author: Shuping Chen
published in: Applied Mathematics. Series B (English Edition)
publication date: 1998-06-07T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K05
zbMATH DE Number: 1159437
zbMATH Keywords: optimal choice
MaRDI profile type: Publication
full work available at URL: s11766-998-0010-x
OpenAlex ID: W2035221079
cites work: Q4794153
cites work: Q3811988
cites work: Optimization Problems in the Theory of Continuous Trading
cites work: Q4039796
cites work: Q4794152
cites work: Optimum consumption and portfolio rules in a continuous-time model
cites work: A direct method in optimal portfolio and consumption choice
cites work: Optimal consumption/portfolio choice with borrowing rate higher than deposit rate
cites work: Pontryagin maximum principle for semilinear second order elliptic partial differential equations and variational inequalities with state constraints
DOI: 10.1007/S11766-998-0010-X
description: scientific article; zbMATH DE number 1159437