Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal consumption-investment strategy with non-exponential discounting |
scientific article |
Statements
Robust optimal consumption-investment strategy with non-exponential discounting (English)
0 references
21 November 2019
0 references
non-exponential discounting
0 references
equilibrium strategy
0 references
optimal consumption-investment problem
0 references
Hamilton-Jacobi-Bellman equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
