"Robust consumption portfolio optimization with stochastic differential ..."

Jiangyan Pu, Qi Zhang (2021)

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DOI: 10.1016/J.AUTOMATICA.2021.109835

access: closed

type: Journal Article

metadata version: 2021-09-21

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Jiangyan Pu, Qi Zhang:
Robust consumption portfolio optimization with stochastic differential utility. Autom. 133: 109835 (2021)

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