Ioannis Karatzas, John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve. Explicit Solution of a General Consumption/Investment Problem. Math. Oper. Res., 11(2):261-294, 1986. [doi]
@article{KaratzasLSS86,
title = {Explicit Solution of a General Consumption/Investment Problem},
author = {Ioannis Karatzas and John P. Lehoczky and Suresh P. Sethi and Steven E. Shreve},
year = {1986},
doi = {10.1287/moor.11.2.261},
url = {http://dx.doi.org/10.1287/moor.11.2.261},
researchr = {https://researchr.org/publication/KaratzasLSS86},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {11},
number = {2},
pages = {261-294},
}