Optimal investment with taxes: an optimal control problem with endogeneous delay - Jouini, Elyès; Koehl, Pierre-F.; Touzi, Nizar (Nonlinear analysis, 1999)
Keywords: Consumption–investment problems; Deterministic optimal control; Economics and Finance; Endogenous delay; Humanities and Social Sciences; Integral equations; Deterministic optimal control; Consumption–investment problems; Integral equations; Endogenous delay; Consumption; investment problems