A continuous-time utility maximization problem with borrowing constraints in macroeconomic heterogeneous agent models : a case of regular controls under Markov chain uncertainty

Yuki Shigeta

Year of publication:	October, 2022
Authors:	Shigeta, Yuki
Publisher:	Kyoto City, Japan : Graduate School of Economics, Kyoto University
Subject:	Continuous-Time Utility Maximization \| Borrowing Constraints \| Hamilton-Jacobi- Bellman Equation \| Viscosity Solution \| Theorie \| Theory \| Liquiditätsbeschränkung \| Liquidity constraint \| Portfolio-Management \| Portfolio selection \| Mathematische Optimierung \| Mathematical programming \| Markov-Kette \| Markov chain \| Dynamische Optimierung \| Dynamic programming \| Stochastischer Prozess \| Stochastic process

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