Turnpike property and convergence rate for an investment model with general utility functions (Q1623978)
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scientific article
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| English | Turnpike property and convergence rate for an investment model with general utility functions |
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Turnpike property and convergence rate for an investment model with general utility functions (English)
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15 November 2018
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non-strictly concave utility function
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smooth solution to HJB equation
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dual representation
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turnpike property
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convergence rate
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0.8955674767494202
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0.829301655292511
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0.8272596001625061
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0.8219631314277649
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0.7851776480674744
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