Optimal consumption, leisure and job choice under inflationary environment

DOI10.1007/s40305-021-00369-2MaRDI QIDQ2687681

Yanyan Li

Publication date: 7 March 2023

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-021-00369-2

zbMATH Keywords

inflation; optimal portfolio; consumption and leisure; job choice; martingale and dual method

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

90B50: Management decision making, including multiple objectives

93E20: Optimal stochastic control

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