A consumption-investment model with state-dependent lower bound constraint on consumption (Q2166446)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consumption-investment model with state-dependent lower bound constraint on consumption |
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A consumption-investment model with state-dependent lower bound constraint on consumption (English)
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24 August 2022
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dynamic programming
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viscosity solution
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optimal consumption-investment
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dual transformation
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state-dependent constraint
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