Down-side risk minimization under prescribed consumption level (Q3119605): Difference between revisions
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Revision as of 14:53, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Down-side risk minimization under prescribed consumption level |
scientific article |
Statements
Down-side risk minimization under prescribed consumption level (English)
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12 March 2019
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large deviation
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long-term investment and consumption
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risk-sensitive stochastic control
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H-J-B equation of ergodic type
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