Stochastic control with inhomogeneous regime switching : application to consumption and investment with unemployment and reemployment
Cheng Tao, Ximin Rong, Hui Zhao
| Year of publication: |
2023
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| Authors: | Tao, Cheng ; Rong, Ximin ; Zhao, Hui |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 107.2023, p. 1-10
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| Subject: | Inhomogeneous regime switching | Unemployment and reemployment | Optimal investment and consumption | Stochastic optimal control | semimartingale | Arbeitslosigkeit | Unemployment | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Arbeitslosenversicherung | Unemployment insurance | Investition | Investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmateco.2023.102849 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014366223