REFERENCES
- Bardi , M. , and Capuzzo-Dolcetta , I. 1997 . Optimal Control and Viscosity Solutions of Hamilton–Jacobi–Bellman Equations . Birkhäuser , Boston .
- Brock , W.A. , and Mirman , L.J. 1972 . Optimal economic growth and uncertainity: The discounted case . J. Econom. Theory 4 : 479 – 513 .
- Clarke , F.H. 1983 . Optimization and Nonsmooth Analysis . John Wiley , New York .
- Fleming , W.H. , and Soner , H.M. 1993 . Controlled Markov Processes and Viscosity Solutions . Springer-Verlag , New York .
- Ikeda , N. , and Watanabe , S. 1981. Stochastic Differential Equations and Diffusion Processes . North-Holland , Amsterdam.
- Merton , R.C. 1969 . Lifetime portfolio selection under uncertainity: The continuous time case . Review of Economics and Statistics 51 : 247 – 257 .
- Merton , R.C. 1975 . An asymptotic theory of growth under uncertainty . Re. Econ. Stu. 42 ( 3 ): 375 – 393 .
- Morimoto , H. , and Kawaguchi , K. 2002 . Optimal exploitation of renewable resources by the viscosity solution method . Stoc. Anal. Appl. 20 : 927 – 946 .
- Nisio , M. 1981 . Stochastic Control Theory . ISI Lecture Notes 9 . MacMillan .
- Ramsey , F.P. 1928 . A mathematical theory of saving . Economic J. 38 : 543 – 559 .
- Soner , H.M. 1997 . Controlled Markov processes, viscosity solutions and applications to mathematical finance . Lecture Notes in Math. 1660 : 134 – 185 .