Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon
type: Item
instance of: scholarly article
title: Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon
zbMATH Open document ID: 1297.93185
author: Peter Grandits
published in: Applied Mathematics and Optimization
publication date: 2014-09-18T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91B42
zbMATH DE Number: 6345840
zbMATH Keywords: optimal consumption
zbMATH Keywords: singular control problem
zbMATH Keywords: free boundary value problem
MaRDI profile type: Publication
full work available at URL: s00245-013-9223-3
OpenAlex ID: W1991446260
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DOI: 10.1007/S00245-013-9223-3
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description: scientific article; zbMATH DE number 6345840