Legendre transform-dual solution for investment and consumption problem under the Vasicek model
type: Item
instance of: scholarly article
title: Legendre transform-dual solution for investment and consumption problem under the Vasicek model
zbMATH Open document ID: 1327.93409
author: Hao Chang
author: Kai Chang
published in: Journal of Systems Science and Complexity
publication date: 2015-11-10T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 91B42
zbMATH DE Number: 6506954
zbMATH Keywords: dynamic programming
zbMATH Keywords: investment and consumption
zbMATH Keywords: Legendre transform
zbMATH Keywords: the closed-form solution
zbMATH Keywords: the Vasicek model
MaRDI profile type: Publication
full work available at URL: s11424-014-1165-6
OpenAlex ID: W2345565033
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DOI: 10.1007/S11424-014-1165-6
description: scientific article; zbMATH DE number 6506954