Imen Ben Tahar, H. Mete Soner, Nizar Touzi. The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes. SIAM J. Control and Optimization, 46(5):1779-1801, 2007. [doi]
@article{TaharST07, title = {The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes}, author = {Imen Ben Tahar and H. Mete Soner and Nizar Touzi}, year = {2007}, doi = {10.1137/050646044}, url = {http://dx.doi.org/10.1137/050646044}, tags = {programming}, researchr = {https://researchr.org/publication/TaharST07}, cites = {0}, citedby = {0}, journal = {SIAM J. Control and Optimization}, volume = {46}, number = {5}, pages = {1779-1801}, }