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Existence of solutions in non-convex dynamic programming and optimal investment
Pennanen, Teemu; Perkkiö, Ari-Pekka; Rásonyi, Miklós - In: Mathematics and financial economics 11 (2017) 2, pp. 173-188
Persistent link: https://www.econbiz.de/10011900537
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On Non-Negative Recursive Utilities in Dynamic Programming with Nonlinear Aggregator and CES
Balbus, Lukasz - 2015
I study uniqueness and global attracting property of the recursive utility under uncertainty related to Epstein and Zin … to the theory of optimal economic growth related with resource extraction game and can be applicable in other economic …
Persistent link: https://www.econbiz.de/10013010195
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Optimal investments for the standard maximization problem with non-concave utility function in complete market model
Bahchedjioglou, Olena; Shevchenko, Georgiy - In: Mathematical methods of operations research : ZOR 95 (2022) 1, pp. 163-181
Persistent link: https://www.econbiz.de/10013184230
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Heterogeneity in optimal investment and drawdown strategies in retirement
Butt, Adam; Khemka, Gaurav; Warren, Geoff - In: Pacific-Basin finance journal 74 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013389436
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On recursive utilities with non-affine aggregator and conditional certainty equivalent
Balbus, Lukasz - In: Economic theory : official journal of the Society for … 70 (2020) 2, pp. 551-577
Persistent link: https://www.econbiz.de/10012306354
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Development of utility function for vehicle insurance : comparison of logarithmic goal programming method and conjoint analysis method
Natesan, Sumeetha R.; Dutta, Goutam - 2020
Persistent link: https://www.econbiz.de/10012694200
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Utility function for airline travel in Nepal and its comparison with India
Natesan, Sumeetha; Singh, Chhaya; Dutta, Goutam - In: International journal of revenue management : IJRM 11 (2019) 1/2, pp. 23-45
Persistent link: https://www.econbiz.de/10012252074
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A logarithmic goal programming approach to develop the utility function for a railway travel
Dutta, Goutam; Ghosh, Priyanko; Kaul, Arushi Wanchoo - In: International journal of revenue management : IJRM 8 (2014/2015) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10011431042
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Consensus measure with multi-stage fluctuation utility based on China's urban demolition negotiation
Gong, Zaiwu; Xu, Chao; Chiclana, Francisco; Xu, Xiaoxia - In: Group decision and negotiation 26 (2017) 2, pp. 379-407
Persistent link: https://www.econbiz.de/10011646942
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On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang - In: European journal of operational research : EJOR 246 (2015) 2, pp. 528-542
Persistent link: https://www.econbiz.de/10011338116