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Derivation of a new Merton's optimal problem presented by f..:

Farhadi, A. ; Erjaee, G.H. ; Salehi, M.
Computers & Mathematics with Applications.  73 (2017)  9 - p. 2066-2075 , 2017
Link: https://doi.org/10.1016/j.camwa.2017.02.031