Utility maximization with habit formation of interaction
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Publication:1983703
DOI10.3934/JIMO.2020029zbMATH Open1476.91154OpenAlexW3008082340MaRDI QIDQ1983703FDOQ1983703
Authors: Jingzhen Liu, Yike Wang, Ming Zhou 
Publication date: 10 September 2021
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2020029
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Cites Work
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Cited In (14)
- Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation
- Solving internal habit formation models through dynamic programming in infinite dimension
- Multiplicative habit formation and consumption: a note
- Optimal entry and consumption under habit formation
- On history-dependent optimization models: a unified framework to analyze models with habits, satiation and optimal growth
- Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting
- Utility maximization with addictive consumption habit formation in incomplete semimartingale markets
- A mean field game approach to equilibrium consumption under external habit formation
- Habit formation and the Pareto-efficient provision of public goods
- Developing utility functions for optimal consumption in models with habit formation and catching up with the Joneses
- A greedy algorithm for habit formation under multiplicative utility
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach
- Optimal portfolio selection with life insurance under subjective survival belief and habit formation
- Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs
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