Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366)

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scientific article; zbMATH DE number 7632671
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Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations
scientific article; zbMATH DE number 7632671

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    Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (English)
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    13 December 2022
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    Knightian uncertainty
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    \(g\)-expectation
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    ambiguity aversion
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    singular stochastic control
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