Non-time additive utility optimization -- the case of certainty

DOI10.1016/S0304-4068(99)00026-9zbMath0976.91015OpenAlexW2046135481MaRDI QIDQ1567179

Peter Bank, Frank Riedel

Publication date: 5 June 2000

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4068(99)00026-9

zbMATH Keywords

intertemporal utilityHindy-Huang-Kreps utilitiesKuhn-Tucker-theorempower utilities

Mathematics Subject Classification ID

Nonlinear programming (90C30) Utility theory (91B16)

Related Items (7)

Optimal consumption choice with intertemporal substitution ⋮ Memorable consumption ⋮ Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations ⋮ Optimal consumption for recursive preferences with local substitution -- the case of certainty ⋮ Finite horizon portfolio selection with durable goods ⋮ Utility maximization under a shortfall risk constraint ⋮ OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES

Cites Work

• On intertemporal preferences in continuous time. The case of certainty

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