On the Hamilton-Jacobi-Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution

Hiroaki Hata, Shuenn-Jyi Sheu. On the Hamilton-Jacobi-Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution. SIAM J. Control and Optimization, 50(4):2373-2400, 2012. [doi]

Abstract

Abstract is missing.