Multistage Investments with Recourse: A Single-Asset Case with Transaction Costs
@conference{TCE:08, Author = {U. Topcu and G. Calafiore and L. El Ghaoui}, Booktitle = {Proc. Conference on Decision and Control}, Month = {December}, Title = {Multistage Investments with Recourse: A Single-Asset Case with Transaction Costs}, Year = {2008}} |