Non-time additive utility optimization -- the case of certainty

DOI10.1016/S0304-4068(99)00026-9MaRDI QIDQ1567179zbMATH OpenOpenAlexFDO

Authors Peter Bank, Frank Riedel

Publication date 5 June 2000

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4068(99)00026-9

zbMATH Keywords

intertemporal utilityHindy-Huang-Kreps utilitiesKuhn-Tucker-theorempower utilities

Mathematics Subject Classification ID

Nonlinear programming (90C30) Utility theory (91B16)

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Cites work

• On intertemporal preferences in continuous time. The case of certainty

Cited in

(10)

• Optimal consumption for recursive preferences with local substitution -- the case of certainty
• Finite horizon portfolio selection with durable goods
• Parametric optimization approach to utility maximization problem
• A utility maximisation problem on multiple time scales
• Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations
• Optimal demand for contingent claims when agents have law invariant utilities
• Memorable consumption
• Additive valuations of streams of payoffs that satisfy the time value of money principle: A characterization and robust optimization
• Optimal consumption choice with intertemporal substitution
• Utility maximization under a shortfall risk constraint

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