Around the Life Cycle: Deterministic Consumption-Investment Strategies
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Publication:4689976
DOI10.1080/10920277.2018.1450156zbMath1416.91345OpenAlexW3121923687MaRDI QIDQ4689976
Marcus C. Christiansen, Mogens Steffensen
Publication date: 22 October 2018
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2018.1450156
optimal stochastic controllife-cycle investmentoptimal deterministic controlcontinuous-time consumption-investment problemsuboptimal deterministic controls
Applications of optimal control and differential games (49N90) Optimal stochastic control (93E20) Portfolio theory (91G10)
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