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