@article{bibcite_41,
  author = {Xiaoyue Li and John Mulvey},
  title = {Portfolio optimization under regime switching and transaction costs: Combining neural networks and dynamic programs},
  year = {2021},
  journal = {INFORMS Journal on Optimization},
  volume = {3},
  number = {4},
  pages = {398{\textendash}417},
  publisher = {INFORMS},
}