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@article{DBLP:journals/amc/AfhamiRMM23,
  author       = {Bahareh Afhami and
                  Mohsen Rezapour and
                  Mohsen Madadi and
                  Vahed Maroufy},
  title        = {A comonotonic approximation to optimal terminal wealth under a multivariate
                  Merton model with correlated jump risk},
  journal      = {Appl. Math. Comput.},
  volume       = {444},
  pages        = {127808},
  year         = {2023}
}

@article{DBLP:journals/mor/HeJ22,
  author       = {Xue Dong He and
                  Zhaoli Jiang},
  title        = {Mean-Variance Portfolio Selection with Dynamic Targets for Expected
                  Terminal Wealth},
  journal      = {Math. Oper. Res.},
  volume       = {47},
  number       = {1},
  pages        = {587--615},
  year         = {2022}
}

@article{DBLP:journals/siamfm/StadenDF21,
  author       = {Pieter M. van Staden and
                  Duy{-}Minh Dang and
                  Peter A. Forsyth},
  title        = {On the Distribution of Terminal Wealth under Dynamic Mean-Variance
                  Optimal Investment Strategies},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {12},
  number       = {2},
  pages        = {566--603},
  year         = {2021}
}

@article{DBLP:journals/siamco/PedersenP18,
  author       = {Jesper Lund Pedersen and
                  Goran Peskir},
  title        = {Constrained Dynamic Optimality and Binomial Terminal Wealth},
  journal      = {{SIAM} J. Control. Optim.},
  volume       = {56},
  number       = {2},
  pages        = {1342--1357},
  year         = {2018}
}

@article{DBLP:journals/siamco/BelakMS15,
  author       = {Christoph Belak and
                  Olaf Menkens and
                  J{\"{o}}rn Sass},
  title        = {On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal
                  Terminal Wealth Problem with Transaction Costs},
  journal      = {{SIAM} J. Control. Optim.},
  volume       = {53},
  number       = {5},
  pages        = {2878--2897},
  year         = {2015}
}

@inproceedings{DBLP:conf/cdc/TaksarZ08,
  author       = {Michael Taksar and
                  Xudong Zeng},
  title        = {Optimal terminal wealth under partial information: Both the drift
                  and the volatility driven by a discrete time Markov chain},
  booktitle    = {{CDC}},
  pages        = {257--262},
  publisher    = {{IEEE}},
  year         = {2008}
}

@article{DBLP:journals/jet/Leung07,
  author       = {Siu Fai Leung},
  title        = {The existence, uniqueness, and optimality of the terminal wealth depletion
                  time in life-cycle models of saving under uncertain lifetime and borrowing
                  constraint},
  journal      = {J. Econ. Theory},
  volume       = {134},
  number       = {1},
  pages        = {470--493},
  year         = {2007}
}

@article{DBLP:journals/siamco/TaksarZ07,
  author       = {Michael Taksar and
                  Xudong Zeng},
  title        = {Optimal Terminal Wealth Under Partial Information: Both the Drift
                  and the Volatility Driven by a Discrete-Time Markov Chain},
  journal      = {{SIAM} J. Control. Optim.},
  volume       = {46},
  number       = {4},
  pages        = {1461--1482},
  year         = {2007}
}

@article{DBLP:journals/fs/SassH04,
  author       = {J{\"{o}}rn Sass and
                  Ulrich G. Haussmann},
  title        = {Optimizing the terminal wealth under partial information: The drift
                  process as a continuous time Markov chain},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {4},
  pages        = {553--577},
  year         = {2004}
}

@article{DBLP:journals/mmor/KornT95,
  author       = {Ralf Korn and
                  Siegfried Trautmann},
  title        = {Continuous-time portfolio optimization under terminal wealth constraints},
  journal      = {Math. Methods Oper. Res.},
  volume       = {42},
  number       = {1},
  pages        = {69--92},
  year         = {1995}
}