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Optimal retirement under partial information
Chen, Kexin; Jeon, Junkee; Wong, Hoi Ying - In: Mathematics of operations research 47 (2022) 3, pp. 1802-1832
Persistent link: https://www.econbiz.de/10013374972
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Entrepreneurial decisions on effort and project with a nonconcave objective function
Bensoussan, Alain; Cadenillas, Abel; Koo, Hyeng-keun - In: Mathematics of operations research 40 (2015) 4, pp. 902-914
Persistent link: https://www.econbiz.de/10011408979
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Optimal consumption and portfolio selection with early retirement option
Yang, Zhou; Koo, Hyeng-keun - In: Mathematics of operations research 43 (2018) 4, pp. 1378-1404
Persistent link: https://www.econbiz.de/10011957105