Utility maximization with habit formation of interaction
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Publication:1983703
DOI10.3934/jimo.2020029zbMath1476.91154OpenAlexW3008082340MaRDI QIDQ1983703
Yike Wang, Jingzhen Liu, Ming Zhou
Publication date: 10 September 2021
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2020029
Related Items (4)
Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach ⋮ Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation ⋮ Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting ⋮ Optimal portfolio selection with life insurance under subjective survival belief and habit formation
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