References

[1] Ahmed, N.U. (1988). Elements of Finite-Dimensional Systems and Control Theory. Longman Scientific and Technical, Harlow, Essex, England.

[2] Blatt, John M. (1976). Optimal control with a cost of switching control. J. Austral. Math. Soc., 19:316-332.

[3] Brekke, K.A. and 0ksendal, B. (1991). A verification theorem for combined stochastic control and impulse control. Stochastic Anal. Related Topics, 6:211-220.

[4] Brigham, E. and Houston, J. (2000) Fundamentals of Financial Management, 9th edn. The Dryden Press, Harcourt Brace College Publishers, Orlando.

[5] Bryson, A.E.Jr. and Ho, Y.G. (1975). Applied Optimal Control. Halsted Press, New York.

[6] Cadenillas, A. and Zapatero, F. (2000). Classical and impulse stochastic control of the exchange rate using interest rates and reserves. Math. Finance, 10:141-156.

[7] Campbell, J. Y., Lo, A. W. and MacKinlay, A. C. (1997). The Econometrics of Financial Markets. Princeton University Press, Princeton, New Jersey.

[8] Cesari, L. (1983). Optimization - Theory and Applications. Springer-Verlag, New York.

[9] Chakravarty, S. (1969). Capital and Economic Development Planning. MIT Press, Cambridge.

[10] Chen, P. and Craven, B.D. (2002). Computing switching times in bang-bang control. Mimeo, University of Melbourne.

[11] Chen, P. and Islam, S.M.N. (2002). Optimal financing for corporations: optimal control with switching time and computational experiments using CSTVA. Paper presented at the Financial Modeling seminar, Victoria University of Technology, Melbourne, Australia.

[12] Clarke, C.W. (1976). Mathematical Bioeconomics: The Optimal Management of Renewable Resources. John Wiley, New York.

[13] Craven, B.D. (1978). Mathematical Programming and Control Theory. Chapman and Hall, London.

[14] Craven, B.D. (1995). Control and Optimization. Chapman and Hall Mathematics, London.

[15] Craven, B.D., HAAS, K.De. and Wettenhall, J.M. (1998). Computing optimal control. Dynamics of Continuous, Discrete and Impulsive Systems, pp. 601-615.

[16] Craven, B.D. (1999). Computing optimal control on MATLAB, Optimization Day. Mimeo, University of Ballarat, Melbourne, Australia.

[17] Craven, B.D. (1999). Optimal control for an obstruction problem. Journal of Optimization Theory and Applications, 100.

[18] Craven, B.D. and Islam, S.M.N. (2001). Computing optimal control on Matlab - The SCOM package and economic growth models. Optimization and Related Topics, 61-70, Kluwer Academic Publishers, Amsterdam.

[19] Cuthbertson, K. (1997). Quantitative Financial Economics, Stocks, Bonds and Foreign Exchange. John Wiley and Sons Ltd., West Sussex.

[20] Dadebo, S.A., McCauley, K.B. and McLellan, P.J. (1998). On the computation of optimal singular and bang-bang controls. Optimal Control Applications and Methods, 19:287-297.

[21] Dasgupta, S. and Titman, S. (1998). Pricing strategy and financial policy. The Review of Financial Studies, 11:705-737.

[22] Davis, B.E. and Elzinga, D. Jack. (1970). The solution of an optimal control problem in financial modeling. Operations Research, 19:1419-1433.

[23] Davis, B.E. (1970). Investment and rate of return for the regulated firm. The Bell Journal of Economics and Management Science, 1:245-270.

[24] Dolezal, J. (1981). On the solution of optimal control problems involving parameters and general boundary conditions, Kybernetika, 17:71-81.

[25] Eatwell, J., Milgate, M. and Nuemann, P. (1989). The New Palgrave Dictionary of Finance. MacMillan Press, London.

[26] Elton, E. and Gruber, M. (1975). Finance as a Dynamic Process. Prentice-Hall, Engle-wood Cliffs, NJ.

[27] Evans, L.C. and Friedman, A. (1979). Optimal stochastic switching and the Dirichletproblem for the bellman equation, Trans, Amer. Math. Soc., 253:365-389.

[28] Fletcher, R. (1980). Practical Methods of Optimization. Vol.1. Unconstrained Optimization. Wiley-Interscience Publication, New York.

[29] Fleming, W.H. and Rishel, R.W. (1975). Deterministic and Stochastic Optimal Control. Application of Mathematics, No. 1. Springer-Verlag, Berlin-New York.

[30] Froberg, Carl-Erick. (1965). Introduction to Numerical Analysis. Addison-Wesley Publishing Company, Reading, Massachusetts.

[31] Garrad, W.L. and Jordan, J.M. (1977). Design of nonlinear automatic flight control system. Automatica, 19:497-505.

[32] Giannessi, F. (1996). Private Communication. University of Pisa, Pisa, Italy.

[33] Goh, G.J. and Teo, K.L. (1987). MISER, an Optimal Control Software. Department of Industrial and Systems Engineering, National University of Singapore.

[34] Hasdorff.L. (1976). Gradient Optimization and Nonlinear Control. John Wiley and Sons, New York.

[35] Isaacs, R. (1965). Differential Games. John Wiley, New York.

[36] Islam, S.M.N. (2001). Optimal Growth Economics: An Investigation of the Contemporary Issues, and Sustainability Implications, Contributions to Economic Analysis. North Holland Publishing, Amsterdam.

[37] Islam, S. M. N. and Craven B.D. (2001). Computation of non-Linear continuous optimal growth models: Experiments with Optimal control algorithms and computer programs, Economic Modeling. 18:551-586.

[38] Islam, S. M. N. and Craven B.D. (2002). Dynamic optimization models in finance: some extensions to theframework, models, and computation. Research Monograph, CSES, Victoria University, Melbourne.

[39] Islam, S. M. N. and Oh, K.B. (2003). Applied Financial Econometrics in E-Commerce, Series Contributions to Economic Analysis. North Holland Publishing, Amsterdam.

[40] Jennings, L.S., Fisher, M.E., Teo, K.L. and Goh, G.J. (1991). MISER3.0: Solving optimal control problems - an update. Advances in Engineering Software, 13.

[41] Jennings, L.S. and Teo, K.L. (1990). A numerical algorithm for constrained optimal control problem with applications to harvesting. Dynamics of Complex Interconnected Biological Systems, 218-234.

[42] Jennings, L.S. and Teo, K.L. (1991). A computational algorithm for functional inequality constrained optimization problems. Automatica, 26:371-376.

[43] Kaya, C.Y. and Noakes, J.L. (1994). A global control law with implications in time optimal control. In Proceedings of the 33rd IEEE Conference on Decision and Control, pp.

3823-3824, Orlando, Florida.

[44] Kaya, C.Y. and Noakes, J.L. (1996). Computations and time-optimal controls. Optimal Control Applications and Methods, 17:171-185.

[45] Kaya, C.Y. and Noakes, J.L. (1997). Geodesics and an optimal control algorithm. In Proceedings of the 36th IEEE, pp. 4918-4919, San Diego, California.

[46] Kaya, C.Y. and Noakes, J.L. (1998). The leap-frog algorithm and optimal control: Background and demonstration. In Proceedings of International Conference on Optimization Techniques and Applications (ICOTA 98), pp. 835-842, Perth, Australia.

[47] Kaya, C.Y. and Noakes, J.L. (1998). The leap-frog algorithm and optimal control: theoretical aspects. In Proceedings of International Conference on Optimization Techniques and

Applications (ICOTA 98), pp. 843-850, Perth, Australia.

[48] Kendrick, D.A. and Taylor, L. (1971). Numerical Methods and Nonlinear Optimizing Models for Economic Planning. Studies in Development Planning, Cambridge, Mass.