Optimal investment, heterogeneous consumption, and best time for retirement
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 | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Privater Konsum | Private consumption | Mathematische Optimierung | Mathematical programming |
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