An Optimal Consumption and Investment Problem with Quadratic Utility and Subsistence Consumption Constraints: A Dynamic Programming Approach
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초록

In this paper, we analyze the optimal consumption and investment problem of an agent who has a quadratic-type utility function and faces a subsistence consumption constraint. We use the dynamic programming method to solve the optimization problem in continuous-time. We further provide the sufficient conditions for the optimization problem to be well-defined.

키워드

portfolio selectionquadratic utilitysubsistence consumption constraintsdynamic programming methodPORTFOLIO SELECTION
제목
An Optimal Consumption and Investment Problem with Quadratic Utility and Subsistence Consumption Constraints: A Dynamic Programming Approach
저자
Shin, Yong HyunKoo, Jung LimRoh, Kum-Hwan
DOI
10.3846/mma.2018.038
발행일
2018-10
유형
Article
저널명
Mathematical Modeling and Analysis
23
4
페이지
627 ~ 638