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]
@inproceedings{AljalalG22-0,
title = {Optimal investment and consumption in a market with Markovian switching coefficients and borrowing},
author = {Abdullah Aljalal and Bujar Gashi},
year = {2022},
doi = {10.1109/ICCA54724.2022.9831877},
url = {https://doi.org/10.1109/ICCA54724.2022.9831877},
researchr = {https://researchr.org/publication/AljalalG22-0},
cites = {0},
citedby = {0},
pages = {166-171},
booktitle = {17th IEEE International Conference on Control & Automation, ICCA 2022, Naples, Italy, June 27-30, 2022},
publisher = {IEEE},
isbn = {978-1-6654-9572-1},
}