| 1 |
An OPTIMAL CONSUMPTION PROBLEM FOR GENERAL FACTOR MODELS
Hata H, Nagai H, Sheu SJ
SIAM Journal on Control and Optimization, 56(5), 3149, 2018 |
| 2 |
SOLVABILITY CONDITIONS FOR INDEFINITE LINEAR QUADRATIC OPTIMAL STOCHASTIC CONTROL PROBLEMS AND ASSOCIATED STOCHASTIC RICCATI EQUATIONS
Du K
SIAM Journal on Control and Optimization, 53(6), 3673, 2015 |
| 3 |
A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics
Brunovsky P, Cerny A, Winkler M
Applied Mathematics and Optimization, 68(2), 255, 2013 |
| 4 |
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 |
| 5 |
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 |
| 6 |
AN ITERATIVE PROCEDURE FOR CONSTRUCTING SUBSOLUTIONS OF DISCRETE-TIME OPTIMAL CONTROL PROBLEMS
Fischer M
SIAM Journal on Control and Optimization, 49(6), 2608, 2011 |
