Numerical Analysis of the Model of Optimal Consumption and Borrowing with Random Time Scale (Q5122296)

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scientific article; zbMATH DE number 7250757
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Numerical Analysis of the Model of Optimal Consumption and Borrowing with Random Time Scale
scientific article; zbMATH DE number 7250757

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    Numerical Analysis of the Model of Optimal Consumption and Borrowing with Random Time Scale (English)
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    22 September 2020
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    time scale
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    optimal control
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    functional Newton method
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