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Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
Authors:Salvatore Federico  Paul Gassiat  Fausto Gozzi
Affiliation:1. Dipartimento di Economia, Management e Metodi Quantitativi, Università di Milano, Milano, Italy
2. Institut für Mathematik, TU Berlin, Berlin, Germany
3. Dipartimento di Economia e Finanza, Libera Università degli Studi Sociali “Guido Carli”, Rome, Italy
Abstract:
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