Optimal investment, heterogeneous consumption, and best time for retirement
Hyun Jin Jang, Zuo Quan Xu, Harry Zheng
| Year of publication: |
2024
|
|---|---|
| Authors: | Jang, Hyun Jin ; Xu, Zuo Quan ; Zheng, Harry |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 72.2024, 2, p. 832-847
|
| Subject: | dual transformation | dynamic programming | free boundary problem | heterogeneous consumption | nonconcave utility | optimal stopping | Stochastic Models | variational inequality | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Suchtheorie | Search theory | Privater Konsum | Private consumption |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2328 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014520988