Recursive utility optimization with concave coefficients
Recursive utility optimization with concave coefficients is a scholarly work, published in 2018 in ''Mathematical Control and Related Fields''. The main subjects of the publication include Legendre transformation, maximization, duality, Monetary-disequilibrium theory, asset pricing, mathematical optimization, mountain saddle, Legendre polynomial, regular polygon, saddle point, applied mathematics, mathematics, and convexity. The paper concerns the recursive utility maximization problem.