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Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach - MaRDI portal

Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682)

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scientific article; zbMATH DE number 7706366
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Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach
scientific article; zbMATH DE number 7706366

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    Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (English)
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    3 July 2023
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    optimal consumption portfolio
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    habit formation
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    regime-switching
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    time-consistent control
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    essentially cooperative approach
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