Rosella Castellano, Roy Cerqueti. Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach. Applied Mathematics and Computation, 218(12):6887-6898, 2012. [doi]
@article{CastellanoC12,
title = {Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach},
author = {Rosella Castellano and Roy Cerqueti},
year = {2012},
doi = {10.1016/j.amc.2011.12.065},
url = {http://dx.doi.org/10.1016/j.amc.2011.12.065},
researchr = {https://researchr.org/publication/CastellanoC12},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {218},
number = {12},
pages = {6887-6898},
}