Habit Formation from Correlation Aversion

DOI10.1287/opre.1120.1046zbMath1260.91062OpenAlexW2117716439MaRDI QIDQ4648259

Kenneth C. jun. Lichtendahl, Raul O. Chao, Samuel E. Bodily

Publication date: 8 November 2012

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.1120.1046

zbMATH Keywords

stochastic dynamic programmingdecision analysismultiattribute utilityconsumption and portfolio planning

Mathematics Subject Classification ID

Decision theory (91B06) Stochastic programming (90C15) Dynamic programming (90C39)

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