Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy

@article{Lehoczky1983OptimalCA,
  title={Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy},
  author={John P. Lehoczky and Suresh P. Sethi and Steven E. Shreve},
  journal={Math. Oper. Res.},
  year={1983},
  volume={8},
  pages={613-636}
}