Investment and consumption in regime-switching models with proportional transaction costs and log utility | Zendy

Jiapeng Liu | Zendy; Ruihua Liu | Zendy; Dan Ren | Zendy

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Investment and consumption in regime-switching models with proportional transaction costs and log utility

Author(s) -

Jiapeng Liu,

Ruihua Liu,

Dan Ren

Publication year - 2017

Publication title -

mathematical control and related fields

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.658

H-Index - 21

eISSN - 2156-8472

pISSN - 2156-8499

DOI - 10.3934/mcrf.2017017

Subject(s) - hamilton–jacobi–bellman equation , bellman equation , viscosity solution , consumption (sociology) , transaction cost , investment (military) , function (biology) , viscosity , database transaction , economics , convex function , mathematical economics , regular polygon , value (mathematics) , time horizon , mathematical optimization , mathematics , econometrics , microeconomics , computer science , physics , thermodynamics , statistics , social science , law , sociology , biology , geometry , evolutionary biology , political science , programming language , politics

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