Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems (Q5071492)
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scientific article; zbMATH DE number 7511192
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems |
scientific article; zbMATH DE number 7511192 |
Statements
Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems (English)
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21 April 2022
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time consistency
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dynamic programming
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Bellman's optimality principle
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time inconsistency
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precommitment approach
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game theoretical approach
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dynamically optimal approach
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mean-variance portfolio selection
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