N-stage optimization with application to optimal consumption under uncertainty

Mauro Gaggero, Giorgio Gnecco, Marcello Sanguineti. N-stage optimization with application to optimal consumption under uncertainty. Comp. Opt. and Appl., 58(1):31-85, 2014. [doi]

Authors

Mauro Gaggero

This author has not been identified. Look up 'Mauro Gaggero' in Google

Giorgio Gnecco

This author has not been identified. Look up 'Giorgio Gnecco' in Google

Marcello Sanguineti

This author has not been identified. Look up 'Marcello Sanguineti' in Google