Numerical Analysis of the Model of Optimal Consumption and Borrowing with Random Time Scale (Q5122296): Difference between revisions
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| Property / author: Igor G. Pospelov / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/978-3-030-40616-5_19 / rank | |||
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| Property / cites work: Theory of stochastic differential equations with jumps and applications. / rank | |||
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| Property / cites work: Numerical solution of dynamic equilibrium models under Poisson uncertainty / rank | |||
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Latest revision as of 15:36, 23 July 2024
scientific article; zbMATH DE number 7250757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Analysis of the Model of Optimal Consumption and Borrowing with Random Time Scale |
scientific article; zbMATH DE number 7250757 |
Statements
Numerical Analysis of the Model of Optimal Consumption and Borrowing with Random Time Scale (English)
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22 September 2020
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time scale
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optimal control
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functional Newton method
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