Turnpike property and convergence rate for an investment model with general utility functions (Q1623978)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Turnpike property and convergence rate for an investment model with general utility functions |
scientific article |
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Turnpike property and convergence rate for an investment model with general utility functions (English)
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15 November 2018
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non-strictly concave utility function
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smooth solution to HJB equation
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dual representation
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turnpike property
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convergence rate
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