3 papers
q-fin.PM2023
A greedy algorithm for habit formation under multiplicative utility
Snezhana Kirusheva, Thomas S. Salisbury
We consider the problem of optimizing lifetime consumption under a habit formation model, both with and without an exogenous pension. Unlike much of the existing literature, we app…
q-fin.PM2022
Retirement spending problem under Habit Formation Model
S. Kirusheva, H. Huang, T. S. Salisbury
In this paper we consider the problem of optimizing lifetime consumption under a habit formation model. Our work differs from previous results, because we incorporate mortality and…
astro-ph2008
Time Dependent Monochromatic Scattering of Radiation in One Dimensional Media: Analytical and Numerical Solutions
D. I. Nagirner, S. L. Kirusheva
In order to choose a numerical method for solving the time dependent equations of radiative transport, we obtain an exact solution for the time dependent radiation field in a one d…