Mostovyi, Oleksii - In: Finance and Stochastics 19 (2015) 1, pp. 135-159
<Para ID="Par1">We consider the 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...</para>
