Utility maximization with habit formation of interaction (Q1983703)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization with habit formation of interaction |
scientific article |
Statements
Utility maximization with habit formation of interaction (English)
0 references
10 September 2021
0 references
consumption-portfolio optimization
0 references
habit formation
0 references
dynamic system
0 references
martingale approach
0 references
convex dual
0 references
0 references
