Robust optimal control for a consumption-investment problem
Year of publication: |
2007
|
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Authors: | Schied, Alexander |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Nutzen | Zeitpräferenz | Optimaler Konsum | Robustes Verfahren | Unvollkommener Markt | Dynamische Optimierung | Theorie |
Series: | SFB 649 Discussion Paper ; 2007-026 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 558547737 [GVK] hdl:10419/25198 [Handle] RePEc:zbw:sfb649:sfb649dp2007-026 [RePEc] |
Source: |
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