Optimal Investment and Consumption under a Habit-Formation Constraint (Q5071493)
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scientific article; zbMATH DE number 7511193
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment and Consumption under a Habit-Formation Constraint |
scientific article; zbMATH DE number 7511193 |
Statements
Optimal Investment and Consumption under a Habit-Formation Constraint (English)
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21 April 2022
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optimal investment and consumption
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habit formation
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habit persistence
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average past consumption
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stochastic control
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free-boundary problem
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