Robust optimal control for a consumption-investment problem
Alexander Schied
| Year of publication: |
2008
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|---|---|
| Authors: | Schied, Alexander |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 67.2008, 1, p. 1-20
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003643526