scientific article; zbMATH DE number 1642334

MaRDI QIDQ2741095zbMATH OpenFDO

Authors Fred Espen Benth, Kristin Reikvam, Kenneth H. Karlsen

Publication date 18 November 2001

zbMATH Keywords

consumptioninvestmentstochastic control

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Optimal stochastic control (93E20)

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• Nonconcave stochastic optimal control in finite discrete time under model uncertainty

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