Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH - MaRDI portal

AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (Q4959414)

From MaRDI portal
scientific article; zbMATH DE number 7394633
Language Label Description Also known as
English
AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH
scientific article; zbMATH DE number 7394633

    Statements

    title
    AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (English)
    0 references
    DOI
    10.3846/mma.2018.038
    0 references
    author
    Yong Hyun Shin
    0 references
    Jung Lim Koo
    0 references
    Kum-Hwan Roh
    0 references
    publication date
    13 September 2021
    0 references
    Mathematics Subject Classification ID
    91G10
    0 references
    49L20
    0 references
    60H30
    0 references
    zbMATH DE Number
    7394633
    0 references
    zbMATH Keywords
    portfolio selection
    0 references
    quadratic utility
    0 references
    subsistence consumption constraints
    0 references
    dynamic programming method
    0 references
    OpenAlex ID
    W2897884845
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4959414&oldid=36713574"
    Powered by MediaWiki