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"Shadow Prices and Well-Posedness in the Problem of Optimal Investment and ..."

Jin Hyuk Choi, Mihai Sîrbu, Gordan Zitkovic (2013)

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DOI: 10.1137/120881373

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - journals/siamco/ChoiSZ13
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  - https://dblp.org/rec/journals/siamco/ChoiSZ13
Jin Hyuk Choi, Mihai Sîrbu, Gordan Zitkovic:
Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs. SIAM J. Control. Optim. 51(6): 4414-4449 (2013)

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