Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets

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Optimal investment with intermediate consumption under no unbounded profit with bounded risk

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Utility maximization with addictive consumption habit formation in incomplete semimartingale markets

(2015) Xiang Yu   ANNALS OF APPLIED PROBABILITY

Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption

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Ratchet consumption over finite and infinite planning horizons

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Optimal consumption choice with intolerance for declining standard of living

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