EXPLICIT SOLUTION OF A GENERAL CONSUMPTION INVESTMENT PROBLEM

被引：210

作者：

KARATZAS, I

LEHOCZKY, JP

SETHI, SP

SHREVE, SE

机构：

[1] CARNEGIE MELLON UNIV,DEPT STAT,PITTSBURGH,PA 15213

[2] UNIV TORONTO,FAC MANAGEMENT STUDIES,TORONTO M5S 1V4,ONTARIO,CANADA

[3] CARNEGIE MELLON UNIV,DEPT MATH,PITTSBURGH,PA 15213

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 1986年 / 11卷 / 02期

关键词：

D O I：

10.1287/moor.11.2.261

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：261 / 294

页数：34

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