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

SIAM Journal on Control and Optimization 2013 / 01 Vol. 51; Iss. 6

Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs

Choi, Jin Hyuk, Sîrbu, Mihai, Žitković, Gordan
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
51
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/120881373
Date:
January, 2013
File:
PDF, 1.67 MB
english, 2013
Conversion to is in progress
Conversion to is failed