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A continuous time framework for sequential goal-based wealth management
Capponi, Agostino, (2024)
Optimal control theory and static optimization in economics
Léonard, Daniel, (1992)
Optimal control problems with state specific jumps in the state equation
Caliendo, Frank, (2013)
Free end-point linear-quadratic control subject to implicit continuous-time systems : Necessary and sufficient conditions for solvability
Geerts, A.H.W., (1992)
Solvability conditions, consistency and weak consistency for linear differential-algebraic equations and time-invariant singular systems : The general case
Output consistency and weak output consistency for continuous-time implicit systems
Geerts, A.H.W., (1993)