Optimal consumption, leisure and job choice under inflationary environment

DOI10.1007/s40305-021-00369-2OpenAlexW4205439335MaRDI 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

inflationoptimal portfolioconsumption and leisurejob choicemartingale and dual method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Management decision making, including multiple objectives (90B50) Optimal stochastic control (93E20)

Cites Work

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