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Optimal consumption-portfolio and leisure problem with habit formation - MaRDI portal

Optimal consumption-portfolio and leisure problem with habit formation (Q2860167)

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scientific article; zbMATH DE number 6230520
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English
Optimal consumption-portfolio and leisure problem with habit formation
scientific article; zbMATH DE number 6230520

    Statements

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    19 November 2013
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    utility function
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    optimal consumption
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    stochastic control
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    dividend
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    habit formation
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    Optimal consumption-portfolio and leisure problem with habit formation (English)
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