"Utility Maximization with Habit Formation: Dynamic Programming and ..."

Nikolaos Englezos, Ioannis Karatzas (2009)

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DOI: 10.1137/070686998

access: closed

type: Journal Article

metadata version: 2020-07-09

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Nikolaos Englezos, Ioannis Karatzas:
Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs. SIAM J. Control. Optim. 48(2): 481-520 (2009)

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