Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage (Q1689707)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage |
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Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage (English)
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17 January 2018
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stochastic control
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wage
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inflation
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maximum principle
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stochastic Lagrange multiplier
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