Korea, Republic of (South Korea)
http://https://sites.google.com/view/jongbongan
Department of Mathematics, KAIST
Utility Maximization, Job Switching with Costs, Early Retirement, Consumption and Investment, Optimal Switching, Optimal Stopping, Stochastic Control, HJB equation
consumption ratcheting, sustainable consumption, labor-leisure choice, portfolio choice, singular control problem, a family of optimal stopping, free boundary problem
Optimal retirement, subsistence consumption constraint, stochastic control, free boundary problem, nonlinear integral equation
Target Retirement Wealth, Borrowing Constraint, Optimal Stopping, Singular Control, Dual Martingale, Inflation Risk
Optimal contracting, Labor-leisure choice, Limited commitment, Singular stochastic control, Variational inequality, Free boundary problem, Dual approach
Retirement, Portfolio Choice, Target Wealth, Variational Inequality, Obstacle Problem, Optimal Stopping
Retirement, Leisure, Consumption, Portfolio, Target-wealth, Duality
Dynamic Asset Allocation, Partially Reversible Retirement, Optimal Switching, Utility Maximization, Retirement Decisions, Switching Costs
