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Optimal consumption and investment with independent stochastic labor income
Bensoussan, Alain; Park, Seyoung - In: Mathematics of operations research 50 (2025) 1, pp. 356-389
Persistent link: https://www.econbiz.de/10015211707
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A characterization of combinatorial demand
Chambers, Christopher P.; Echenique, Federico - In: Mathematics of operations research 43 (2018) 1, pp. 222-227
Persistent link: https://www.econbiz.de/10011818750
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Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing; Tan, Xiaolu; Yu, Xiang - In: Mathematics of operations research 45 (2020) 4, pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
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Verification theorems for models of optimal consumption and investment with retirement and constrained borrowing
Dybvig, Philip H.; Liu, Hong - In: Mathematics of operations research 36 (2011) 4, pp. 620-635
Persistent link: https://www.econbiz.de/10009405903
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Lattice theory and the consumer's problem
Mirman, Leonard J.; Ruble, Richard - In: Mathematics of operations research 33 (2008) 2, pp. 301-314
Persistent link: https://www.econbiz.de/10003732429
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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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Spending constraint utilities with applications to the Adwords market
Vazirani, Vijay V. - In: Mathematics of operations research 35 (2010) 2, pp. 458-478
Persistent link: https://www.econbiz.de/10003985733
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Time continuity and nonadditive expected utility
Teper, Roee - In: Mathematics of operations research 34 (2009) 3, pp. 661-673
Persistent link: https://www.econbiz.de/10003892627
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Derivation of a cardinal utility through a weak trade-off consistency requirement
Alon, Shiri - In: Mathematics of operations research 39 (2014) 2, pp. 290-300
Persistent link: https://www.econbiz.de/10010384213
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More risk-sensitive Markov decision processes
Bäuerle, Nicole; Rieder, Ulrich - In: Mathematics of operations research 39 (2014) 1, pp. 105-120
Persistent link: https://www.econbiz.de/10010345222