Pages that link to "Item:Q5696310"
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The following pages link to Optimal consumption strategies under model uncertainty (Q5696310):
Displayed 9 items.
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- Robust Utility Maximization without Model Compactness (Q2797753) (← links)
- OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY (Q2986671) (← links)
- Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
- LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)