Explicit Solution of a General Consumption/Investment Problem
Ioannis Karatzas, John P. Lehoczky, Suresh P. Sethi and Steven E. Shreve
- 期刊名称Mathematics of Operations Research
- 作者Ioannis Karatzas, John P. Lehoczky, Suresh P. Sethi and Steven E. Shreve
- 卷第11卷
- 期第2期
- 印刷ISSN0364-765X
- 电子ISSN1526-5471
- 文件大小1175.87KB
- 发表时间1986-05
- DOI10.2307/3689808
- 页码261-294