  We consider a problem of optimal investment with intermediate consumption and
random endowment in an incomplete semimartingale model of a financial market.
We establish the key assertions of the utility maximization theory assuming
that both primal and dual value functions are finite in the interiors of their
domains as well as that random endowment at maturity can be dominated by the
terminal value of a self-financing wealth process. In order to facilitate
verification of these conditions, we present alternative, but equivalent
conditions, under which the conclusions of the theory hold.
