abstract background and purpose: priority health-risk behaviors, often are established during childhood and adolescence, extend into adulthood, and are interrelated and preventable. this study was conducted to determine and compare the prevalence of risky behaviors on both sexes of freshman students enrolled in tehran university, iran. materials and methods: this study was a descriptive-analyti...

zinc is the first modelling language which supports solver and technique independence. this means that a high level conceptual model can be automatically mapped into an appropriate low level design model for a specific solver or technique. to date, zinc uses three different techniques to solve a model: constraint programming (cp), local search (ls), and mixed integer programming (mip). in this ...

To maintain and increase household wealth, this study studies the optimal allocation ratio of investment consumption. When considering venture capital, it is assumed that theoretical price risky asset obeys CEV model. Our goal was to maximize expectation cumulative consumption discounted utility terminal wealth solve using dynamic programming principle HJB equation. Using logarithmic isoelastic...

We consider a portfolio optimization problem which is formulated as a stochastic control problem. Risky asset prices obey a logarithmic Brownian motion, and interest rates vary according to an ergodic Markov diffusion process. The goal is to choose optimal investment and consumption policies to maximize the infinite horizon expected discounted HARA utility of consumption. A dynamic programming ...

Individuals make decisions under uncertainty every day based on incomplete information concerning the potential outcome of the choice or chance levels. The choices individuals make often deviate from the rational or mathematically objective solution. Accordingly, the dynamics of human decisionmaking are difficult to capture using conventional, linear mathematical models. Here, we present data f...

This paper considers an extension of the Merton optimal investment problem to the case where the risky asset is subject to transaction costs and capital gains taxes. We derive the dynamic programming equation in the sense of constrained viscosity solutions. We next introduce a family of functions (Vε)ε>0, which converges to our value function uniformly on compact subsets, and which is character...

This article proposes an evolutionary model of risky behavior in adolescence and contrasts it with the prevailing developmental psychopathology model. The evolutionary model contends that understanding the evolutionary functions of adolescence is critical to explaining why adolescents engage in risky behavior and that successful intervention depends on working with, instead of against, adolesce...

Optimal investment and consumption problem for a CRRA investor or agent is solved in this study. An invests the financial market with one risk-free security risky security. The stochastic interest rate dynamics of follow Ho-Lee model modeled as Heston’s its volatility parameter following Cox-Ingersoll-Ross (CIR) model. Interest rates rates, reality, are due to uncertain events such Coronavirus ...