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Optimal consumption and investment with welfare constraints - MaRDI portal

Optimal consumption and investment with welfare constraints (Q6130334)

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scientific article; zbMATH DE number 7826823
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Optimal consumption and investment with welfare constraints
scientific article; zbMATH DE number 7826823

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    Optimal consumption and investment with welfare constraints (English)
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    2 April 2024
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    consumption and investment
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    welfare constraints
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    general utility
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    singular control problem
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    duality approach
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    dynamic constraints
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