3 results
Optimal consumption/portfolio choice with borrowing rate higher than deposit rate
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- Journal:
- Journal of the Australian Mathematical Society. Series B. Applied Mathematics / Volume 39 / Issue 4 / April 1998
- Published online by Cambridge University Press:
- 17 February 2009, pp. 449-462
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A maximum principle for optimal control for a class of controlled systems
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- Journal:
- Journal of the Australian Mathematical Society. Series B. Applied Mathematics / Volume 38 / Issue 2 / October 1996
- Published online by Cambridge University Press:
- 17 February 2009, pp. 172-181
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Stochastic maximum principle for optimal control problem of forward and backward system
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- Journal:
- Journal of the Australian Mathematical Society. Series B. Applied Mathematics / Volume 37 / Issue 2 / October 1995
- Published online by Cambridge University Press:
- 17 February 2009, pp. 172-185
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