A stochastic representation theorem with applications to optimization and obstacle problems. (Q1879876): Difference between revisions

@@ Property / DOI @@
-.1214/aop/1079021471
@@ Property / DOI: 10.1214/aop/1079021471 / rank @@
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-Nicole El Karoui
@@ Property / author: Nicole El Karoui / rank @@
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@@ Property / author: Nicole El Karoui / rank @@
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+Optimal consumption choice with intertemporal substitution
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+Q3324742
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+Q4086511
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+Q3925594
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+Dynamic allocation problems in continuous time
@@ Property / cites work: Dynamic allocation problems in continuous time / rank @@
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@@ Property / cites work @@
+Optimal Consumption and Portfolio Rules with Durability and Local Substitution
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+On intertemporal preferences in continuous time. The case of certainty
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+Gittins indices in the dynamic allocation problem for diffusion processes
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+On average cost stopping time problems
@@ Property / cites work: On average cost stopping time problems / rank @@
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+.1214/AOP/1079021471
@@ Property / DOI: 10.1214/AOP/1079021471 / rank @@
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