Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems (Q5071492): Difference between revisions

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Latest revision as of 18:22, 28 July 2024

scientific article; zbMATH DE number 7511192
Language Label Description Also known as
English
Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems
scientific article; zbMATH DE number 7511192

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    Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems (English)
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    21 April 2022
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    time consistency
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    dynamic programming
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    Bellman's optimality principle
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    time inconsistency
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    precommitment approach
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    game theoretical approach
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    dynamically optimal approach
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    mean-variance portfolio selection
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