Robust consumption-investment problem on infinite horizon
type: Item
instance of: scholarly article
title: Robust consumption-investment problem on infinite horizon
zbMATH Open document ID: 1410.91434
author: Dariusz Zawisza
published in: Applied Mathematics and Optimization
publication date: 2015-12-23T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91A15
zbMATH DE Number: 6524099
zbMATH Keywords: robust optimization
zbMATH Keywords: stochastic differential games
zbMATH Keywords: model uncertainty
zbMATH Keywords: optimal consumption
zbMATH Keywords: portfolio optimization
Wikidata QID: Q59406230
MaRDI profile type: Publication
full work available at URL: s00245-014-9287-8
OpenAlex ID: W1988027697
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DOI: 10.1007/S00245-014-9287-8
description: scientific article; zbMATH DE number 6524099