Title :
Optimal consumption and investment policies with bankruptcy modelled by a diffusion with delayed reflection
Author :
Sethi, S.S. ; Taksar, M.I.
Author_Institution :
University of Toronto, Toronto, Ontario, Canada
Keywords :
Delay; Integrated circuit modeling; Investments; Reflection;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267243
