Optimization of dynamic consumption streams under uncertainty

DOI10.14279/DEPOSITONCE-2487MaRDI QIDQ6635443zbMATH OpenFDO

Authors Wiebke Wittmüss

Publication date 11 November 2024

Full work available at URL https://doi.org/10.14279/DEPOSITONCE-2487

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Utility theory (91B16) Actuarial mathematics (91G05) Optimal stochastic control (93E20)

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