"Optimal portfolio and consumption policies subject to Rishel's important ..."

Floyd B. Hanson, John J. Westman (2004)

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DOI: 10.1109/TAC.2004.824477

access: closed

type: Journal Article

metadata version: 2020-05-20

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Floyd B. Hanson, John J. Westman:
Optimal portfolio and consumption policies subject to Rishel's important jump events model: computational methods. IEEE Trans. Autom. Control. 49(3): 326-337 (2004)

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