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Optimal Consumption When Income Follows a Markov Process

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  • Hey, John D

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  • Hey, John D, 1984. "Optimal Consumption When Income Follows a Markov Process," Bulletin of Economic Research, Wiley Blackwell, vol. 36(2), pages 109-118, November.
    • Handle: RePEc:bla:buecrs:v:36:y:1984:i:2:p:109-18
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    Cited by:

    1. Pemberton, James, 1997. "Modelling and measuring income uncertainty in life cycle models," Economic Modelling, Elsevier, vol. 14(1), pages 81-98, January.
    2. Sattinger, Michael, 2011. "The Markov consumption problem," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 409-416.

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