Just have a look at the first order conditions. You will see which parts are not linear and what governs the degree of nonlinearity. Take the Euler equation. There you often have c_t^{-\sigma}. Here it clearly is \sigma.
Just have a look at the first order conditions. You will see which parts are not linear and what governs the degree of nonlinearity. Take the Euler equation. There you often have c_t^{-\sigma}. Here it clearly is \sigma.