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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| English | 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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0.8685378432273865
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0.7887431383132935
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0.7846590280532837
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