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Periodic learning about a hidden state variable
Balvers, Ronald J.; Cosimano, Thomas F. - In: Journal of Economic Dynamics and Control 17 (1993) 5-6, pp. 805-827
Persistent link: https://www.econbiz.de/10005160787
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Efficient gradualism in intertemporal portfolios
Balvers, Ronald J.; Mitchell, Douglas W. - In: Journal of Economic Dynamics and Control 24 (2000) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10005160880
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Reducing the dimensionality of linear quadratic control problems
Balvers, Ronald J.; Mitchell, Douglas W. - In: Journal of Economic Dynamics and Control 31 (2007) 1, pp. 141-159
Persistent link: https://www.econbiz.de/10005229361