Robust optimal control for a consumption-investment problem
Year of publication: |
18 May 2007
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Other Persons: | Schied, Alexander (contributor) |
Publisher: |
Berlin : SFB 649, Economic Risk |
Subject: | Nutzen | Utility | Intertemporale Entscheidung | Intertemporal choice | Nachfragetheorie des Haushalts | Consumer demand theory | Robustes Verfahren | Robust statistics | Unvollkommener Markt | Incomplete market | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
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