2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.OC2026
Finite-Horizon Optimal Consumption and Investment with Time-Varying Job-Switching Costs
Gugyum Ha, Junkee Jeon, Jihoon Ok
In this paper, we study the finite-horizon problem of an economic agent's optimal consumption, investment, and job-switching decisions. The key new feature of our model is that the…
math.OC2023★ 2 cited
A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization
Zhou Yang, Junkee Jeon
In this paper, we undertake an investigation into the utility maximization problem faced by an economic agent who possesses the option to switch jobs, within a scenario featuring t…