Nicholas Moehle, Stephen P. Boyd. A Certainty Equivalent Merton Problem. IEEE Control Systems Letters, 6:1478-1483, 2022. [doi]
@article{MoehleB22,
title = {A Certainty Equivalent Merton Problem},
author = {Nicholas Moehle and Stephen P. Boyd},
year = {2022},
doi = {10.1109/LCSYS.2021.3111534},
url = {https://doi.org/10.1109/LCSYS.2021.3111534},
researchr = {https://researchr.org/publication/MoehleB22},
cites = {0},
citedby = {0},
journal = {IEEE Control Systems Letters},
volume = {6},
pages = {1478-1483},
}