Mostovyi, Oleksii Necessary and Sufficient Conditions in the Problem of Optimal Investment with Intermediate Consumption <p>We consider a problem of optimal investment with intermediate consumption in the framework of an incomplete semimartingale model of a financial market. We show that a necessary and sufficient condition for the validity of key assertions of the theory is that the value functions of the primal and dual problems are finite.</p> Mathematical Sciences 2012-01-01
    https://kilthub.cmu.edu/articles/thesis/Necessary_and_Sufficient_Conditions_in_the_Problem_of_Optimal_Investment_with_Intermediate_Consumption/6720815
10.1184/R1/6720815.v1