Turnpike property and convergence rate for an investment model with general utility functions (Q1623978): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2053900106 / rank | |||
Normal rank | |||
Revision as of 02:53, 20 March 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
15 November 2018
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
