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]
@inproceedings{TopcuCG08,
title = {Multistage investments with recourse: A single-asset case with transaction costs},
author = {Ufuk Topcu and Giuseppe Carlo Calafiore and Laurent El Ghaoui},
year = {2008},
doi = {10.1109/CDC.2008.4738700},
url = {http://dx.doi.org/10.1109/CDC.2008.4738700},
researchr = {https://researchr.org/publication/TopcuCG08},
cites = {0},
citedby = {0},
pages = {2398-2403},
booktitle = {Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008, December 9-11, 2008, Cancún, México},
publisher = {IEEE},
}