Optimal investment and consumption strategies for small investor using Bellman's principle of optimality
1987 ◽
Vol 124
(4-5)
◽
pp. 220-222
◽
2013 ◽
Vol 2013
◽
pp. 1-11
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Keyword(s):
Dynamic Phasor Estimates Under the Bellman's Principle of Optimality: The Taylor-LQG-Fourier Filters
2013 ◽
Vol 62
(12)
◽
pp. 3137-3147
◽