Optimal investment with stopping in finite horizon

Keyphrases

• Optimal Stopping 100%
• Optimal Investment 100%
• Free Boundary Problem 100%
• Optimal Control Problem 50%
• Linear Equations 50%
• Optimal Strategy 50%
• Stochastic Optimal 50%
• Risk-sensitive 50%
• Right Time 50%
• Dynamic Optimization 50%
• Investment Horizon 50%
• Finite Time Horizon 50%
• Stochastic Control 50%
• Time Investment 50%
• Dual Transformation 50%
• Wealth Management 50%
• Dynamic Optimal Control 50%
• Fully Nonlinear Equations 50%
• Mixed Dynamics 50%

Mathematics

• Free Boundary Problem 100%
• Finite Time 100%
• Nonlinear Equation 50%
• Optimal Strategy 50%
• Linear Equation 50%
• Optimal Stopping Problem 50%
• Stochastics 50%
• Optimal Control Problem 50%