| 1 |
OPTIMAL CONSUMPTION IN THE STOCHASTIC RAMSEY PROBLEM WITHOUT BOUNDEDNESS CONSTRAINTS
Huang YJ, Khalili S
SIAM Journal on Control and Optimization, 57(2), 783, 2019 |
| 2 |
An OPTIMAL CONSUMPTION PROBLEM FOR GENERAL FACTOR MODELS
Hata H, Nagai H, Sheu SJ
SIAM Journal on Control and Optimization, 56(5), 3149, 2018 |
| 3 |
Robust Consumption-Investment Problem on Infinite Horizon
Zawisza D
Applied Mathematics and Optimization, 72(3), 469, 2015 |
| 4 |
Existence and Asymptotic Behavior of an Optimal Barrier for an Optimal Consumption Problem in a Brownian Model with Absorption and Finite Time Horizon
Grandits P
Applied Mathematics and Optimization, 69(2), 233, 2014 |
| 5 |
INVESTMENT/CONSUMPTION PROBLEM IN ILLIQUID MARKETS WITH REGIME-SWITCHING
Gassiat P, Gozzi F, Pham H
SIAM Journal on Control and Optimization, 52(3), 1761, 2014 |
| 6 |
Optimal Consumption in a Brownian Model with Absorption and Finite Time Horizon
Grandits P
Applied Mathematics and Optimization, 67(2), 197, 2013 |
| 7 |
SHADOW PRICES AND WELL-POSEDNESS IN THE PROBLEM OF OPTIMAL INVESTMENT AND CONSUMPTION WITH TRANSACTION COSTS
Choi JH, Sirbu M, Zitkovic G
SIAM Journal on Control and Optimization, 51(6), 4414, 2013 |
| 8 |
ON THE HAMILTON-JACOBI-BELLMAN EQUATION FOR AN OPTIMAL CONSUMPTION PROBLEM: I. EXISTENCE OF SOLUTION
Hata H, Sheu SJ
SIAM Journal on Control and Optimization, 50(4), 2373, 2012 |
| 9 |
ON THE HAMILTON-JACOBI-BELLMAN EQUATION FOR AN OPTIMAL CONSUMPTION PROBLEM: II. VERIFICATION THEOREM
Hata H, Sheu SJ
SIAM Journal on Control and Optimization, 50(4), 2401, 2012 |
| 10 |
The dynamic programming equation for the problem of optimal investment under capital gains taxes
Ben Tahar I, Soner HM, Touzi N
SIAM Journal on Control and Optimization, 46(5), 1779, 2007 |
