Open AccessAPPROXIMATE ANALYTICAL SOLUTION TO CONSUMPTION AND LONG-TERM SECURITY INVESTMENT OPTIMIZATION PROBLEM WITH HOMOTHETIC ROBUST UTILITY
Author(s) -
Bolorsuvd Batbold,
Kentaro Kikuchi,
Koji Kusuda
Publication year - 2019
Publication title -
transactions of the operations research society of japan
Language(s) - English
Resource type - Journals
eISSN - 2188-8280
pISSN - 1349-8940
DOI - 10.15807/torsj.62.71
Subject(s) - homothetic transformation , term (time) , consumption (sociology) , investment (military) , economics , mathematical optimization , microeconomics , econometrics , mathematical economics , computer science , mathematics , physics , social science , geometry , quantum mechanics , sociology , politics , political science , law