Turnpike property and convergence rate for an investment model with general utility functions (Q1623978): Difference between revisions
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| Property / arXiv ID: 1409.7802 / rank | |||
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| Property / cites work: Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems / rank | |||
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| Property / cites work | |||
| Property / cites work: A continuous-time portfolio turnpike theorem / rank | |||
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| Property / cites work: Q4032143 / rank | |||
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| Property / cites work: Turnpike behavior of long-term investments / rank | |||
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| Property / cites work: Consumption and portfolio turnpike theorems in a continuous-time finance model / rank | |||
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| Property / cites work: Q4368791 / rank | |||
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| Property / cites work: Continuous-time stochastic control and optimization with financial applications / rank | |||
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Latest revision as of 09:14, 17 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Turnpike property and convergence rate for an investment model with general utility functions |
scientific article |
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Turnpike property and convergence rate for an investment model with general utility functions (English)
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15 November 2018
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non-strictly concave utility function
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smooth solution to HJB equation
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dual representation
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turnpike property
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convergence rate
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