Concepedia

Albert Altarovici

AA

3

Publications

160

Citations

3

H-Index

2012

Active since

Affiliations

Practical Action(Current)

Albert Altarovici is an author at Practical Action specializing in mathematical programming, business, and engineering.

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Publications per year

2012–2017

3

Publications

3

A general Hamilton-Jacobi framework for non-linear state-constrained control problems

Albert Altarovici, Olivier Bokanowski, Hasnaa Zidani · ESAIM Control Optimisation and Calculus of Variations · 2012 · 78 citations · Full text

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Asymptotics for fixed transaction costs

Albert Altarovici, Johannes Muhle‐Karbe, H. Meté Soner · Finance and Stochastics · 2015 · 42 citations

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Optimal Consumption and Investment with Fixed and Proportional Transaction Costs

Albert Altarovici, Max Reppen, H. Meté Soner · SIAM Journal on Control and Optimization · 2017 · 40 citations

, , +20

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