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

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A continuous-time portfolio turnpike theorem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Turnpike behavior of long-term investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consumption and portfolio turnpike theorems in a continuous-time finance model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4368791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time stochastic control and optimization with financial applications / rank
 
Normal rank

Latest revision as of 10:14, 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

    Statements

    Turnpike property and convergence rate for an investment model with general utility functions (English)
    0 references
    0 references
    0 references
    15 November 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    non-strictly concave utility function
    0 references
    smooth solution to HJB equation
    0 references
    dual representation
    0 references
    turnpike property
    0 references
    convergence rate
    0 references
    0 references
    0 references