Down-side risk minimization under prescribed consumption level (Q3119605)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Down-side risk minimization under prescribed consumption level |
scientific article |
Statements
Down-side risk minimization under prescribed consumption level (English)
0 references
12 March 2019
0 references
large deviation
0 references
long-term investment and consumption
0 references
risk-sensitive stochastic control
0 references
H-J-B equation of ergodic type
0 references
