6 problems

Let $C$ be an optimal consumption policy and let $Y^C$ denote its associated level of satisfaction. A minimal level of satisfaction is a threshold such that consumption can be char…

Optimality conjecture. $C^{Y^*}$ is the optimal consumption plan for the original utility maximization problem.

Conjecture. The combination of ever sharper numerical methods and the theoretical insights developed in the paper forms the most promising route to further understanding the stabil…

Conjectured BSDE representation. The value function has the form

Conjectured BSDE representation. The value function has the form

Conjectured BSDE representation. The value function has the form