Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment
From MaRDI portal
Publication:6170028
DOI10.1016/j.jmateco.2023.102849zbMath1521.91177MaRDI QIDQ6170028
Hui Zhao, Cheng Tao, Xi-Min Rong
Publication date: 15 August 2023
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
stochastic optimal controlsemimartingaleoptimal investment and consumptioninhomogeneous regime switchingunemployment and reemployment
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