Utility maximization with habit formation of interaction (Q1983703)
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scientific article; zbMATH DE number 7394149
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Utility maximization with habit formation of interaction |
scientific article; zbMATH DE number 7394149 |
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Utility maximization with habit formation of interaction (English)
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10 September 2021
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consumption-portfolio optimization
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habit formation
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dynamic system
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martingale approach
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convex dual
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0.8968656
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0.8533838
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0.85057485
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0.84358215
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0.83588153
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0.8347604
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0.83378375
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0.8293173
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0.8293173
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