Possibilistic individual multi-period consumption-investment models
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Publication:1677108
DOI10.1016/J.FSS.2015.01.005zbMath1375.91218OpenAlexW2008027517MaRDI QIDQ1677108
Publication date: 10 November 2017
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2015.01.005
decision makingdynamic programmingpossibility distributionconsumption-investment problemone-shot decision theoryfocus pointmultistage decision problemscenario-based decision theory
Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Dynamic programming (90C39) Portfolio theory (91G10)
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Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- Newsvendor models for innovative products with one-shot decision theory
- Optimal consumption and investment under time-varying relative risk aversion
- Optimal investment and life insurance strategies under minimum and maximum constraints
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- EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
- Utility Maximization with Discretionary Stopping
- One-Shot Decision Theory: A Fundamental Alternative for Decision Under Uncertainty
- Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty
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