Investment and consumption problem in finite time with consumption constraint

Author: Jian Xiongfei   Yi Fahuai   Zhang Jianbo  

Publisher: Edp Sciences

E-ISSN: 1262-3377|23|4|1601-1615

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.23, Iss.4, 2017-10, pp. : 1601-1615

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Abstract