Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations
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Cites work
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- scientific article; zbMATH DE number 1066320 (Why is no real title available?)
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Cited in
(6)- Optimal consumption dynamics with non-concave habit-forming utility
- Consumption choice and asset pricing with a non-price-taking agent
- Non-time additive utility optimization -- the case of certainty
- Optimal consumption for recursive preferences with local substitution -- the case of certainty
- Irreversible consumption habit under ambiguity: singular control and optimal G-stopping time
- Stochastic representation under filtration-consistent nonlinear expectations
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