Alexander Schied. Robust optimal control for a consumption-investment problem. Math. Meth. of OR, 67(1):1-20, 2008. [doi]
@article{Schied08,
title = {Robust optimal control for a consumption-investment problem},
author = {Alexander Schied},
year = {2008},
doi = {10.1007/s00186-007-0172-y},
url = {http://dx.doi.org/10.1007/s00186-007-0172-y},
researchr = {https://researchr.org/publication/Schied08},
cites = {0},
citedby = {0},
journal = {Math. Meth. of OR},
volume = {67},
number = {1},
pages = {1-20},
}