The influence of Knightian uncertainty on sustainable financial welfare consequences
This study investigates the consequences of sustainable financial welfare based on the Knightian uncertainty framework. First, the dynamic equations of enterprise capital stock, portfolio return, and agent wealth are characterized by using G-Brownian motion. Second, the Hamilton–Jacobi–Bellman (HJB)...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2025-12-01
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| Series: | Systems Science & Control Engineering |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/21642583.2025.2467072 |
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