Lehoczky, J.; Sethi, S.; Shreve, S. Optimal consumption and investment policies allowing consumption constraints and bankruptcy. (English) Zbl 0526.90009 Math. Oper. Res. 8, 613-636 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 16 Documents MSC: 91B28 Finance etc. (MSC2000) Keywords:infinite horizon; strictly concave utility function for consumption; existence and nonexistence of optimal policies; risk seeking; optimal control of degenerate diffusions; finance; optimal investment policy PDF BibTeX XML Cite \textit{J. Lehoczky} et al., Math. Oper. Res. 8, 613--636 (1983; Zbl 0526.90009) Full Text: DOI OpenURL