STOCHASTIC PROGRAMMING METHOD FOR MULTIPERIOD CONSUMPTION AND INVESTMENT PROBLEMS WITH TRANSACTIONS COSTS

Zhi Ping CHEN;Cheng Xian XU;K. C. Yuen

系统科学与复杂性(英文) ›› 2004, Vol. 14 ›› Issue (1) : 39-53.

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系统科学与复杂性(英文) ›› 2004, Vol. 14 ›› Issue (1) : 39-53.
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STOCHASTIC PROGRAMMING METHOD FOR MULTIPERIOD CONSUMPTION AND INVESTMENT PROBLEMS WITH TRANSACTIONS COSTS

    Zhi Ping CHEN(1),Cheng Xian XU(1),K. C. Yuen(2)
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STOCHASTIC PROGRAMMING METHOD FOR MULTIPERIOD CONSUMPTION AND INVESTMENT PROBLEMS WITH TRANSACTIONS COSTS

    Zhi Ping CHEN(1),Cheng Xian XU(1),K. C. Yuen(2)
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2004, 14(1): 39-53
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2004, 14(1): 39-53
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