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

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

Journal of Systems Science & Complexity ›› 2004, Vol. 14 ›› Issue (1) : 39-53.

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Journal of Systems Science & Complexity ›› 2004, Vol. 14 ›› Issue (1) : 39-53.
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STOCHASTIC PROGRAMMING METHOD FOR MULTIPERIOD CONSUMPTION AND INVESTMENT PROBLEMS WITH TRANSACTIONS COSTS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2004, 14(1): 39-53

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