Optimal consumption choice with intertemporal substitution
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Publication:1872451
DOI10.1214/aoap/1015345348zbMath1022.90045OpenAlexW2066225443MaRDI QIDQ1872451
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1015345348
Applications of mathematical programming (90C90) Stochastic programming (90C15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Consumer behavior, demand theory (91B42)
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