BibTeX record journals/siamco/Calafiore09

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@article{DBLP:journals/siamco/Calafiore09,
  author       = {Giuseppe Carlo Calafiore},
  title        = {An Affine Control Method for Optimal Dynamic Asset Allocation with
                  Transaction Costs},
  journal      = {{SIAM} J. Control. Optim.},
  volume       = {48},
  number       = {4},
  pages        = {2254--2274},
  year         = {2009},
  url          = {https://doi.org/10.1137/080723776},
  doi          = {10.1137/080723776},
  timestamp    = {Thu, 09 Jul 2020 22:38:40 +0200},
  biburl       = {https://dblp.org/rec/journals/siamco/Calafiore09.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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