Media type: E-Article Title: An Affine Control Method for Optimal Dynamic Asset Allocation with Transaction Costs Contributor: Calafiore, Giuseppe Carlo imprint: Society for Industrial & Applied Mathematics (SIAM), 2009 Published in: SIAM Journal on Control and Optimization Language: English DOI: 10.1137/080723776 ISSN: 0363-0129; 1095-7138 Origination: Footnote: