Linear models of economic survival under production uncertainty

Probability and Measure.

PE, P. Billingsley · Journal of the American Statistical Association · 1996 · 6.7K citations

Measure Theory, Random Variables, Engineering +14

Optimum consumption and portfolio rules in a continuous-time model

Robert C. Merton · Journal of Economic Theory · 1971 · 6.1K citations

Mathematical Programming, Economics, Portfolio Optimization +9

A Mathematical Theory of Saving

Frank Plumpton Ramsey · The Economic Journal · 1928 · 5.8K citations

Mathematical Economics, Economics, Mathematical Theory +5

Deterministic and Stochastic Optimal Control.

J. A. Bather, Wendell H. Fleming, Raymond Rishel · Journal of the Royal Statistical Society Series A (General) · 1976 · 2.7K citations

Simplest Problem, Engineering, Variational Analysis +12

Intergenerational Equity and Exhaustible Resources

R. M. Solow · The Review of Economic Studies · 1974 · 2K citations

Social Inequality, Economics, Economics Of Aging +14