Turnpike property and convergence rate for an investment model with general utility functions (Q1623978): Difference between revisions

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Turnpike property and convergence rate for an investment model with general utility functions
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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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