European Journal of Control · 2017 · 39 citations · 17 references
Natural SciencesMathematicsDynamical SystemsOptimizationControl SystemsControl TheoryOptimal ControlOptimization Under UncertaintyRobust ControlStochastic ControlOptimal Control Of Stochastic SystemsRobust Control Of Uncertain SystemsUncertain Systems Modeling
17
Optimum consumption and portfolio rules in a continuous-time model
Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations
Social Sciences, Economics, Finance +16
Some Research Problems in Uncertainty Theory
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