Optimal Retirement Under Partial Information
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Publication:5868936
DOI10.1287/moor.2021.1189OpenAlexW3217570824MaRDI QIDQ5868936
Kexin Chen, Hoi Ying Wong, Junkee Jeon
Publication date: 26 September 2022
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2021.1189
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimality conditions for free problems in two or more independent variables (49K10)
Related Items (6)
Labor supply flexibility and portfolio selection with early retirement option ⋮ Horizon effect on optimal retirement decision ⋮ Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space ⋮ Optimal expansion of business opportunity ⋮ Robust retirement and life insurance with inflation risk and model ambiguity ⋮ Optimal job switching and retirement decision
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