Stochastic control with inhomogeneous regime switching : application to consumption and investment with unemployment and reemployment
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 |
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