Optimizing Consumption and Investment: The Case of Partial Information

Markus Hahn, Wolfgang Putschögl, Jörn Sass. Optimizing Consumption and Investment: The Case of Partial Information. In Jörg Kalcsics, Stefan Nickel, editors, Operations Research, Proceedings 2007, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Saarbrücken, September 5-7, 2007. pages 57-62, Springer, 2007. [doi]

Abstract

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