Simple explicit formula for near-optimal stochastic lifestyling (Q2178104)
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English | Simple explicit formula for near-optimal stochastic lifestyling |
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Simple explicit formula for near-optimal stochastic lifestyling (English)
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7 May 2020
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optimal investment
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stochastic lifestyling
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Samuelson paradigm
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power utility
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stochastic optimal control
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