Optimal consumption and investment with welfare constraints (Q6130334)
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scientific article; zbMATH DE number 7826823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and investment with welfare constraints |
scientific article; zbMATH DE number 7826823 |
Statements
Optimal consumption and investment with welfare constraints (English)
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2 April 2024
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consumption and investment
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welfare constraints
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general utility
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singular control problem
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duality approach
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dynamic constraints
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