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

Salvatore FedericoPaul Gassiat
Published in: J. Optim. Theory Appl. (2014)
Keyphrases
  • asset allocation
  • genetic algorithm
  • database
  • image sequences
  • wireless sensor networks
  • level set
  • piecewise linear