Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El Ghaoui. Multistage investments with recourse: A single-asset case with transaction costs. In Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008, December 9-11, 2008, Cancún, México. pages 2398-2403, IEEE, 2008. [doi]
Abstract is missing.