Multistage investments with recourse: A single-asset case with transaction costs

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, CancĂșn, MĂ©xico. pages 2398-2403, IEEE, 2008. [doi]

Authors

Ufuk Topcu

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Giuseppe Carlo Calafiore

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Laurent El Ghaoui

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