Around the life cycle: deterministic consumption-investment strategies (Q4689976)
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scientific article; zbMATH DE number 6959518
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| default for all languages | No label defined |
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| English | Around the life cycle: deterministic consumption-investment strategies |
scientific article; zbMATH DE number 6959518 |
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Around the Life Cycle: Deterministic Consumption-Investment Strategies (English)
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22 October 2018
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continuous-time consumption-investment problem
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life-cycle investment
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optimal stochastic control
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optimal deterministic control
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suboptimal deterministic controls
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0.8778004050254822
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0.8340173959732056
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0.7933690547943115
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0.7920476198196411
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