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Consumption-investment strategies with non-exponential discounting and logarithmic utility - MaRDI portal

Consumption-investment strategies with non-exponential discounting and logarithmic utility (Q296894)

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scientific article; zbMATH DE number 6597575
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English
Consumption-investment strategies with non-exponential discounting and logarithmic utility
scientific article; zbMATH DE number 6597575

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    Consumption-investment strategies with non-exponential discounting and logarithmic utility (English)
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    23 June 2016
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    consumption-investment problem
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    non-exponential discounting
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    time-inconsistency
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    multi-person differential game
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    BSDEs
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