Bankruptcy and expected utility maximization

DOI10.1016/0165-1889(94)90022-1MaRDI QIDQ5894584zbMATH OpenOpenAlexFDO

Authors P. Dutta

Publication date 27 February 1997

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/0165-1889(94)90022-1

zbMATH Keywords

BankruptcyExpected utilityGambler's ruin

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60) Utility theory (91B16)

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Cites work

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• Controlling a Process to a Goal in Finite Time
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• Reaching Zero Rapidly
• Some results on An income fluctuation problem
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• Traditional proof of Bellman's equation for controlled diffusion processes

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(10)

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• Leximin rules for bankruptcy problems under uncertainty
• SCREENING AS A UNIFIED THEORY OF DELINQUENCY, RENEGOTIATION, AND BANKRUPTCY
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