Sensitivity of optimal consumption streams
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Publication:2000136
DOI10.1016/j.spa.2018.06.011zbMath1417.91321OpenAlexW3122645166WikidataQ129546159 ScholiaQ129546159MaRDI QIDQ2000136
Martin Herdegen, Johannes Muhle-Karbe
Publication date: 28 June 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: http://wrap.warwick.ac.uk/103876/13/WRAP-sensitivity-optimal-consumption-streams-Herdegen-2018.pdf
Sensitivity, stability, well-posedness (49K40) Martingales with continuous parameter (60G44) Consumer behavior, demand theory (91B42)
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