Optimal Consumption–Investment with Constraints in a Regime Switching Market with Random Coefficients - Archive ouverte HAL
Article Dans Une Revue Applied Mathematics and Optimization Année : 2025

Optimal Consumption–Investment with Constraints in a Regime Switching Market with Random Coefficients

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hal-04839028 , version 1 (15-12-2024)

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Ying Hu, Xiaomin Shi, Zuo Quan Xu. Optimal Consumption–Investment with Constraints in a Regime Switching Market with Random Coefficients. Applied Mathematics and Optimization, In press, 91 (1), Paper No. 5. ⟨10.1007/s00245-024-10203-9⟩. ⟨hal-04839028⟩
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