Down-side risk minimization under prescribed consumption level
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Publication:3119605
DOI10.3233/RDA-2011-0058zbMath1409.91218OpenAlexW2112008723MaRDI QIDQ3119605
Publication date: 12 March 2019
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-2011-0058
large deviationH-J-B equation of ergodic typerisk-sensitive stochastic controllong-term investment and consumption