Optimal investment with taxes: An optimal control problem with endogeneous delay

Nonlinear Analysis, Theory, Methods and Applications

Volumn 37, Issue 1, 1999, Pages 31-56

  Jouini, Elyès ^a   Koehl, Pierre F ^b   Touzi, Nizar ^c  

^a SORBONNE UNIVERSITÉ   (France)

^b CREST   (France)

^c UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCE; FUNCTIONS; INTEGRAL EQUATIONS; MATHEMATICAL MODELS; OPTIMAL CONTROL SYSTEMS; TAXATION; THEOREM PROVING; VARIATIONAL TECHNIQUES;

CONSUMPTION-INVESTMENT PROBLEMS; DETERMINISTIC OPTIMAL CONTROL PROBLEM; ENDOGENEOUS DELAY FUNCTION;

NUMERICAL ANALYSIS;

EID: 0033164521     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0362-546X(98)00139-4     Document Type: Article

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3. H. Brézis, Analyse Fonctionnelle, Théorie et Applications, Masson, Paris, 1983.
4. G.M. Constantinides, Capital market equilibrium with personal tax, Econometrica 51 (1983) 611-636.
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6. P.L. Hennequin, A. Tortrat, Théorie des Probabilités et Quelques Applications, Masson, Paris, 1965.
7. F. Riesz, B. Sz.-Nagy, Functional Analysis, Dover Books on Advanced Mathematics, Dover, New York, 1990.