Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model

被引:0
|
作者
Huang, Menglei [1 ]
Zhou, Qing [1 ]
机构
[1] School of Science, Key Laboratory of Mathematics and Information Networks, Ministry of Education, Beijing University of Posts and Telecommunications, Beijing,100876, China
来源
关键词
Compilation and indexing terms; Copyright 2025 Elsevier Inc;
D O I
暂无
中图分类号
学科分类号
摘要
Dynamic programming - Nonlinear equations - Optimal systems - Partial differential equations - Perturbation techniques - Stochastic models - Stochastic programming - Stochastic systems - Wages
引用
收藏
相关论文
共 50 条
  • [22] OPTIMAL INVESTMENT, CONSUMPTION, AND WORK EFFORT CHOICE WITH COBB-DOUGLAS UTILITY AND PREFERENCES FOR CASH
    Huang, Menglei
    Zhou, Qing
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2024, 20 (05) : 1845 - 1866
  • [23] Optimal Investment Model under Stochastic Factor with Logarithmic Utility
    Luo, ChengXin
    Xi, Yue
    PROCEEDINGS OF 2009 INTERNATIONAL WORKSHOP ON INFORMATION SECURITY AND APPLICATION, 2009, : 516 - 518
  • [24] OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY
    Li, L.
    Mi, H.
    ANZIAM JOURNAL, 2019, 61 (01): : 99 - 117
  • [25] Optimal investment, consumption and proportional reinsurance under model uncertainty
    Peng, Xingchun
    Chen, Fenge
    Hu, Yijun
    INSURANCE MATHEMATICS & ECONOMICS, 2014, 59 : 222 - 234
  • [26] MODEL OF WORK EFFORT AND PRODUCTIVE CONSUMPTION
    STAFFORD, FP
    COHEN, MS
    JOURNAL OF ECONOMIC THEORY, 1974, 7 (03) : 333 - 347
  • [27] Stochastic optimal control for investment-consumption model with quadratic transaction costs
    Chuong, P.
    Xiang, C.
    2006 9TH INTERNATIONAL CONFERENCE ON CONTROL, AUTOMATION, ROBOTICS AND VISION, VOLS 1- 5, 2006, : 1535 - +
  • [28] Intelligent algorithm of optimal investment model under stochastic interest rate and stochastic volatility
    Luo, T.
    Metawa, Noura
    JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2019, 37 (01) : 283 - 292
  • [29] OPTIMAL INVESTMENT IN A GENERAL STOCHASTIC FACTOR FRAMEWORK UNDER MODEL UNCERTAINTY
    Baltas, Ioannis
    JOURNAL OF DYNAMICS AND GAMES, 2024, 11 (01): : 20 - 47
  • [30] Optimal Investment Strategy under the CEV Model with Stochastic Interest Rate
    He, Yong
    Chen, Peimin
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2020, 2020 (2020)