Optimal investment and consumption in a market with Markovian switching coefficients and borrowing - researchr publication authors

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Abdullah Aljalal, Bujar Gashi. Optimal investment and consumption in a market with Markovian switching coefficients and borrowing. In 17th IEEE International Conference on Control & Automation, ICCA 2022, Naples, Italy, June 27-30, 2022. pages 166-171, IEEE, 2022. [doi]

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