Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset

Author： Federico Salvatore   Gassiat Paul  

Publisher： Springer Publishing Company

ISSN： 0022-3239

Source： Journal of Optimization Theory and Applications, Vol.160, Iss.3, 2014-03, pp. : 966-991

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Consumption-Investment Problem with Subsistence Consumption, Bankruptcy, and Random Market Coefficients

By Cadenillas A.   Sethi S.P.  

Journal of Optimization Theory and Applications, Vol. 93, Iss. 2, 1997-05 ,pp. : 243-272

Springer Publishing Company

Access to resources Recommend Favorite

Synthesis and characterization of polybutylacrylate viscosity index improver with anti‐wear function

By  

LUBRICATION SCIENCE, Vol. 27, Iss. 4, 2015-06 ,pp. : 209-216

John Wiley & Sons Inc

Access to resources Recommend Favorite

The Characterization of Flat Riemann Spaces as a Boundary Value Problem

By  

STUDIES IN APPLIED MATHEMATICS, Vol. 19, Iss. 1, 1940-04 ,pp. : 247-259

John Wiley & Sons Inc

Access to resources Recommend Favorite

The Characterization of Flat Riemann Spaces as a Boundary Value Problem

By  

STUDIES IN APPLIED MATHEMATICS, Vol. 19, Iss. 1, 1940-04 ,pp. : 247-259

John Wiley & Sons Inc

Access to resources Recommend Favorite

The Characterization of Flat Riemann Spaces as a Boundary Value Problem

By  

STUDIES IN APPLIED MATHEMATICS, Vol. 97-1421, Iss. 1, 1940-04 ,pp. : 247-259

John Wiley & Sons Inc

Access to resources Recommend Favorite