Convergence of an operator series.
J.J. Koliha (1977)
Aequationes mathematicae
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J.J. Koliha (1977)
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L.B. Rall (1975)
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Rafał Kucharski (2008)
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A discrete-time financial market model with finite time horizon and transaction costs is considered, with a sequence of investors whose preferences are described by a convergent sequence of strictly increasing and strictly concave utility functions. Proportional costs are approximated by strictly convex costs. Existence of the optimal consumption-investment strategies is obtained, as well as convergence of the value functions and convergence of subsequences of optimal strategies. ...
Edward W. Packel (1986)
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J.J. Andrews, R.C. Lacher (1977)
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Liviu C. Florescu (1989)
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F. Stenger (1977/1978)
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V. M. Veliov (1985)
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Jerome A. Goldstein (1974)
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K.A. Driver, D.S. Lubinsky (1991)
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K.A. Driver, D.S. Lubinsky (1991)
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K.A. Driver, D.S. Lubinsky (1992)
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