Optimal Multiperiod Investment-Consumption Policies (Q3877352)
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scientific article; zbMATH DE number 3681443
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| English | Optimal Multiperiod Investment-Consumption Policies |
scientific article; zbMATH DE number 3681443 |
Statements
Optimal Multiperiod Investment-Consumption Policies (English)
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1980
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optimal multiperiod investment-consumption policies
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presence of transfer costs
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stochastic dynamic program
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convex duality theory
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optimal decision policy
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positively homogeneous utility functions
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