Numerical-methods for an Optimal Investment-consumption Model

BG Fitzpatrick, WH Fleming

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)823-841
Number of pages19
JournalMathematics of Operations Research
Volume16
Issue number4
DOIs
StatePublished - Nov 1991

Keywords

  • Numerical methods
  • Optimal investment consumption
  • Stochastic control

Cite this