Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs

Published 2009 View Full Article

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Title
Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs
Authors
Keywords
-
Journal
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Volume 48, Issue 2, Pages 481-520
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2009-02-14
DOI
10.1137/070686998

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