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Optimal Dynamic Trading Strategies with Risk Limits., , and . Operations Research, 56 (2): 358-368 (2008)Optimal consumption of a divisible durable good, and . Journal of Economic Dynamics and Control, 24 (4): 561--613 (April 2000)Optimal consumption choices for a `large' investor, and . Journal of Economic Dynamics and Control, 22 (3): 401--436 (March 1998)