"Optimal consumption under a drawdown constraint over a finite horizon."

Xiaoshan Chen et al. (2025)

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DOI: 10.1016/J.AUTOMATICA.2024.112034

access: closed

type: Journal Article

metadata version: 2025-01-05

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Xiaoshan Chen, Xun Li, Fahuai Yi, Xiang Yu:
Optimal consumption under a drawdown constraint over a finite horizon. Autom. 173: 112034 (2025)

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