Stephen P. Boyd, Mark T. Müller, Brendan O'Donoghue, Yang Wang 0021. Performance Bounds and Suboptimal Policies for Multi-Period Investment. Foundations and Trends in Optimization, 1(1):1-72, 2014. [doi]
@article{BoydMO014,
title = {Performance Bounds and Suboptimal Policies for Multi-Period Investment},
author = {Stephen P. Boyd and Mark T. Müller and Brendan O'Donoghue and Yang Wang 0021},
year = {2014},
doi = {10.1561/2400000001},
url = {http://dx.doi.org/10.1561/2400000001},
researchr = {https://researchr.org/publication/BoydMO014},
cites = {0},
citedby = {0},
journal = {Foundations and Trends in Optimization},
volume = {1},
number = {1},
pages = {1-72},
}