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"Utility Maximization with Habit Formation: Dynamic Programming and ..."
Nikolaos Englezos, Ioannis Karatzas (2009)
- 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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