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Models of adaptive bet-hedging commonly adopt insights from Kelly's famous work on optimal gambling strategies and the financial value of information. In particular, such models seek evolutionary solutions that maximize long term average…

Populations and Evolution · Quantitative Biology 2020-03-18 Omri Tal , Tat Dat Tran

Recent discoveries show steady improvements in life expectancy during modern decades. Does this support that humans continue to live longer in future? We recently put forward the maximum survival tendency, as found in survival curves of…

Populations and Evolution · Quantitative Biology 2009-08-28 Byung Mook Weon , Jung Ho Je

The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…

Optimization and Control · Mathematics 2014-01-16 Philipp Braun , Jürgen Pannek , Karl Worthmann

We study optimal consumption and retirement using a Cobb-Douglas utility and a simple model in which an interesting bifurcation arises. With high wealth, individuals plan to retire. With low wealth they plan to never retire. At a critical…

Portfolio Management · Quantitative Finance 2025-06-04 Bushra Shehnam Ashraf , Thomas S. Salisbury

The classical optimal investment and consumption problem with infinite horizon is studied in the presence of transaction costs. Both proportional and fixed costs as well as general utility functions are considered. Weak dynamic programming…

Portfolio Management · Quantitative Finance 2016-10-14 Albert Altarovici , Max Reppen , H. Mete Soner

This paper considers an optimal life insurance for a householder subject to mortality risk. The household receives a wage income continuously, which is terminated by unexpected (premature) loss of earning power or (planned and intended)…

Portfolio Management · Quantitative Finance 2011-05-03 Masahiko Egami , Hideki Iwaki

This paper solves the consumption-investment problem under Epstein-Zin preferences on a random horizon. In an incomplete market, we take the random horizon to be a stopping time adapted to the market filtration, generated by all observable,…

Mathematical Finance · Quantitative Finance 2024-01-09 Joshua Aurand , Yu-Jui Huang

This paper studies an optimal investment and consumption problem with heterogeneous consumption of basic and luxury goods, together with the choice of time for retirement. The utility for luxury goods is not necessarily a concave function.…

Portfolio Management · Quantitative Finance 2022-06-09 Hyun Jin Jang , Zuo Quan Xu , Harry Zheng

Aging is thought to be a consequence of intrinsic breakdowns in how genetic information is processed. But mounting experimental evidence suggests that aging can be slowed. To help resolve this mystery, I derive a mortality equation which…

Populations and Evolution · Quantitative Biology 2022-09-01 Thomas Fink

A striking feature of our universe is its near criticality. The cosmological constant and weak hierarchy problems, as well as the metastability of the electroweak vacuum, can all be understood as problems of criticality. This suggests a…

High Energy Physics - Theory · Physics 2019-12-11 Justin Khoury , Onkar Parrikar

We develop a duality theory for the problem of maximising expected lifetime utility from inter-temporal wealth over an infinite horizon, under the minimal no-arbitrage assumption of No Unbounded Profit with Bounded Risk (NUPBR). We use only…

Portfolio Management · Quantitative Finance 2020-10-13 Michael Monoyios

The article discusses the controversy over infinite growth. It analyzes the two dominant perspectives on economic growth and finds them based on a limited and subjective view of reality. An examination of the principal aspects of economic…

General Economics · Economics 2022-01-25 Gennady Shkliarevsky

This paper examines the retirement decision, optimal investment, and consumption strategies under an age-dependent force of mortality. We formulate the optimization problem as a combined stochastic control and optimal stopping problem with…

Optimization and Control · Mathematics 2023-11-22 Giorgio Ferrari , Shihao Zhu

We consider an expected utility maximization problem where the utility function is not necessarily concave and the time horizon is uncertain. We establish a necessary and sufficient condition for the optimality for general non-concave…

Portfolio Management · Quantitative Finance 2021-10-14 Christian Dehm , Thai Nguyen , Mitja Stadje

This paper deals with the unconstrained and constrained cases for continuous-time Markov decision processes under the finite-horizon expected total cost criterion. The state space is denumerable and the transition and cost rates are allowed…

Optimization and Control · Mathematics 2014-08-26 Qingda Wei , Xian Chen

Civilization cannot sustain an exponential growth for long time even when neglecting numerous laws of physics! In this paper, we examine what are fundamental obstacles to long term survival of a civilization and its possibility to colonize…

Popular Physics · Physics 2007-11-13 Y. Dutil , S. Dumas

Standard evolutionary theories of aging and mortality, implicitly based on assumptions of spatial averaging, hold that natural selection cannot favor shorter lifespan without direct compensating benefit to individual reproductive success.…

Populations and Evolution · Quantitative Biology 2015-06-15 Justin Werfel , Donald E. Ingber , Yaneer Bar-Yam

We study the optimal sustainable harvesting of a population that lives in a random environment. The novelty of our setting is that we maximize the asymptotic harvesting yield, both in an expected value and almost sure sense, for a large…

Probability · Mathematics 2019-04-02 Luis H. R. Alvarez E. , Alexandru Hening

This paper investigates the problem of maximizing expected terminal utility in a (generically incomplete) discrete-time financial market model with finite time horizon. In contrast to the standard setting, a possibly non-concave utility…

Portfolio Management · Quantitative Finance 2014-09-04 Laurence Carassus , Miklos Rasonyi

The application of existing methods for constructing optimal dynamic treatment regimes is limited to cases where investigators are interested in optimizing a utility function over a fixed period of time (finite horizon). In this manuscript,…

Methodology · Statistics 2015-10-22 Ashkan Ertefaie