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20052026
most citedUtility Maximization with a Stochastic Clock and an Unbounded Random Endowment

54 citations · 93 across the 23 of their papers we have counts for

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math.OC2015

Existence, Characterization and Approximation in the Generalized Monotone-Follower Problem

Jiexian Li, Gordan Zitkovic

We revisit the classical monotone-follower problem and consider it in a generalized formulation. Our approach is based on a compactness substitute for nondecreasing processes, the…