Optimal consumption choice with intertemporal substitution
type: Item
instance of: scholarly article
title: Optimal consumption choice with intertemporal substitution
zbMATH Open document ID: 1022.90045
author: Peter Bank
author: Frank Riedel
published in: The Annals of Applied Probability
publication date: 2003-05-06T00:00:00Z
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 91B42
zbMATH DE Number: 1906236
zbMATH Keywords: utility maximization problem
zbMATH Keywords: optimal consumption plans
zbMATH Keywords: Kuhn-Tucker theorem
zbMATH Keywords: stochastics
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1015345348
OpenAlex ID: W2066225443
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DOI: 10.1214/AOAP/1015345348
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description: scientific article; zbMATH DE number 1906236