Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472)
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English | Robust optimal consumption-investment strategy with non-exponential discounting |
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Robust optimal consumption-investment strategy with non-exponential discounting (English)
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21 November 2019
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non-exponential discounting
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equilibrium strategy
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optimal consumption-investment problem
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Hamilton-Jacobi-Bellman equation
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