Menaldi, José Luis (ed.); Rofman, Edmundo (ed.); Sulem, Agnès (ed.) Optimal control and partial differential equations. In honour of Professor Alain Bensoussan’s 60th birthday. Proceedings of the conference, Paris, France, December 4, 2000. (English) Zbl 1053.49001 Amsterdam: IOS Press; Tokyo: Ohmsha (ISBN 1-58603-096-5; 4-274-90412-1). xxxi, 569 p. (2001). MSC: 49-06 35-06 93-06 60-06 91-06 00B30 00B25 PDFBibTeX XMLCite \textit{J. L. Menaldi} (ed.) et al., Optimal control and partial differential equations. In honour of Professor Alain Bensoussan's 60th birthday. Proceedings of the conference, Paris, France, December 4, 2000. Amsterdam: IOS Press; Tokyo: Ohmsha (2001; Zbl 1053.49001)
Akian, Marianne; Menaldi, José Luis; Sulem, Agnès On an investment-consumption model with transaction costs. (English) Zbl 1035.91505 SIAM J. Control Optim. 34, No. 1, 329-364 (1996). MSC: 91G10 91G80 49L20 49L25 93E20 PDFBibTeX XMLCite \textit{M. Akian} et al., SIAM J. Control Optim. 34, No. 1, 329--364 (1996; Zbl 1035.91505) Full Text: DOI
Akian, Marianne; Menaldi, Jose Luis; Sulem, Agnès Multi-asset portfolio selection problem with transaction costs. (English) Zbl 0830.90006 Math. Comput. Simul. 38, No. 1-3, 163-172 (1995). MSC: 91G10 91G80 49L25 49L20 PDFBibTeX XMLCite \textit{M. Akian} et al., Math. Comput. Simul. 38, No. 1--3, 163--172 (1995; Zbl 0830.90006) Full Text: DOI