Optimal consumption and portfolio selection with lower and upper bounds on consumption
type: Item
instance of: scholarly article
title: Optimal consumption and portfolio selection with lower and upper bounds on consumption
zbMATH Open document ID: 1485.91216
author: Kum-Hwan Roh
author: Yong Hyun Shin
published in: Advances in Difference Equations
publication date: 2022-03-16T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 7490992
zbMATH Keywords: consumption constraints
zbMATH Keywords: consumption/investment problem
zbMATH Keywords: CRRA utility
zbMATH Keywords: dynamic programming approach
MaRDI profile type: Publication
full work available at URL: s13662-020-02809-4
OpenAlex ID: W3041757222
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DOI: 10.1186/S13662-020-02809-4
description: scientific article; zbMATH DE number 7490992