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Simple explicit formula for near-optimal stochastic lifestyling - MaRDI portal

Simple explicit formula for near-optimal stochastic lifestyling (Q2178104)

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Simple explicit formula for near-optimal stochastic lifestyling
scientific article

    Statements

    title
    Simple explicit formula for near-optimal stochastic lifestyling (English)
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    author
    Aleš Černý
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    Igor Melicherčík
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    publication date
    7 May 2020
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    zbMATH Keywords
    optimal investment
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    stochastic lifestyling
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    Samuelson paradigm
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    power utility
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    stochastic optimal control
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    cites work
    Q4778955
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    Q5562267
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    Q4354424
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    Identifiers

    zbMATH DE Number
    7197927
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    OpenAlex ID
    W2781654385
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    arXiv ID
    1801.00980
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    Wikidata QID
    Q126469490
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