@article{numericalsolutionofdynamicportfolio,
  title = {Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs},
  author = {Yongyang Cai and Kenneth Judd and Rong Xu},
  year = {2020},
  eprint = {2003.01809},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2003.01809v1},
}