Robust consumption-investment problem on infinite horizon (Q901248)
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scientific article; zbMATH DE number 6524099
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust consumption-investment problem on infinite horizon |
scientific article; zbMATH DE number 6524099 |
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Robust consumption-investment problem on infinite horizon (English)
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23 December 2015
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robust optimization
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stochastic differential games
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model uncertainty
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optimal consumption
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portfolio optimization
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