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The optimization criteria are based on a state-dependent utility functional as proposed by \\textit{J. A. Londo\u00f1o} [J. Appl. Probab. 46, No. 1, 55--70 (2009; Zbl 1159.91393)]. The proposed solution is given in any market without state-tame arbitrage opportunities, includes several utilities structures, and includes incomplete markets where there are multiple state variables. The solutions obtained for optimal wealths consumptions, and portfolios are explicit and easily computable; the main condition for the result to hold is that the income process of each agent is hedgeable, requiring a natural condition on employer and employee to agree on a contract whose risk can be managed by both parties. 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