EXPLICIT SOLUTION OF A CONSUMPTION-INVESTMENT PROBLEM

被引：0
|
作者：
KARATZAS, I
LEHOCZKY, J
SETHI, S
SHREVE, S
机构：
来源：
LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES | 1986年 / 81卷
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
引用
收藏
页码：59 / 69
页数：11
相关论文
共 50 条
  • [1] A consumption-investment problem with heterogeneous discounting
    de-Paz, Albert
    Marin-Solano, Jesus
    Navas, Jorge
    [J]. MATHEMATICAL SOCIAL SCIENCES, 2013, 66 (03) : 221 - 232
  • [2] EXPLICIT SOLUTION OF A GENERAL CONSUMPTION INVESTMENT PROBLEM
    KARATZAS, I
    LEHOCZKY, JP
    SETHI, SP
    SHREVE, SE
    [J]. LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1986, 78 : 209 - 216
  • [3] EXPLICIT SOLUTION OF A GENERAL CONSUMPTION INVESTMENT PROBLEM
    KARATZAS, I
    LEHOCZKY, JP
    SETHI, SP
    SHREVE, SE
    [J]. MATHEMATICS OF OPERATIONS RESEARCH, 1986, 11 (02) : 261 - 294
  • [4] A consumption-investment problem with production possibilities
    Kabanov, Y
    Kijima, M
    [J]. FROM STOCHASTIC CALCULUS TO MATHEMATICAL FINANCE: THE SHIRYAEV FESTSCHRIFT, 2006, : 315 - +
  • [5] Robust optimal control for a consumption-investment problem
    Schied, Alexander
    [J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2008, 67 (01) : 1 - 20
  • [6] Robust Consumption-Investment Problem on Infinite Horizon
    Dariusz Zawisza
    [J]. Applied Mathematics & Optimization, 2015, 72 : 469 - 491
  • [7] A consumption-investment problem with constraints on minimum and maximum consumption rates
    Ma, Qinghua
    Yi, Fahuai
    Guan, Chonghu
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2018, 338 : 185 - 198
  • [8] An Optimal Consumption-Investment Problem on a Finite Horizon
    Ren, Dan
    [J]. 2019 PROCEEDINGS OF THE CONFERENCE ON CONTROL AND ITS APPLICATIONS, CT, 2019, : 52 - 59
  • [9] Robust Consumption-Investment Problem on Infinite Horizon
    Zawisza, Dariusz
    [J]. APPLIED MATHEMATICS AND OPTIMIZATION, 2015, 72 (03): : 469 - 491
  • [10] A Consumption-Investment Problem with a Diminishing Basket of Goods
    Mousa, Abdelrahim S.
    Pinheiro, Diogo
    Pinto, Alberto A.
    [J]. OPERATIONAL RESEARCH: IO 2013 - XVI CONGRESS OF APDIO, 2015, 4 : 295 - 310
12345