Hartl, Richard F.; Kort, Peter M. Optimal investments with convex-concave revenue: a focus-node distinction. (English) Zbl 1073.91054 Optim. Control Appl. Methods 25, No. 3, 147-163 (2004). MSC: 91B62 49K10 49N90 PDFBibTeX XMLCite \textit{R. F. Hartl} and \textit{P. M. Kort}, Optim. Control Appl. Methods 25, No. 3, 147--163 (2004; Zbl 1073.91054) Full Text: DOI
Grimble, M. J. Restricted structure predictive optimal control. (English) Zbl 1073.93574 Optim. Control Appl. Methods 25, No. 3, 107-145 (2004). MSC: 93E20 49K45 PDFBibTeX XMLCite \textit{M. J. Grimble}, Optim. Control Appl. Methods 25, No. 3, 107--145 (2004; Zbl 1073.93574) Full Text: DOI