Numerical-methods for an Optimal Investment-consumption Model

BG Fitzpatrick; WH Fleming

doi:10.1287/moor.16.4.823

Numerical-methods for an Optimal Investment-consumption Model

Mathematics, Statistics and Data Science

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	823-841
Number of pages	19
Journal	Mathematics of Operations Research
Volume	16
Issue number	4
DOIs	https://doi.org/10.1287/moor.16.4.823
State	Published - Nov 1991

Keywords

Numerical methods
Optimal investment consumption
Stochastic control

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10.1287/moor.16.4.823

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title = "Numerical-methods for an Optimal Investment-consumption Model",

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Numerical-methods for an Optimal Investment-consumption Model

Keywords

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