Explicit Solution of a General Consumption/Investment Problem.

Ioannis Karatzas John P. Lehoczky Suresh P. Sethi Steven E. Shreve

Published in: Math. Oper. Res. (1986)

Keyphrases

special case
closely related
optimal solution
decision making
closed form solutions
linear equations
database
data sets
databases
machine learning
information systems
bayesian networks
expert systems
closed form
integer programming
return on investment