Investment optimization under constraints. (Q703142): Difference between revisions
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Latest revision as of 22:12, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investment optimization under constraints. |
scientific article |
Statements
Investment optimization under constraints. (English)
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11 January 2005
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stochastic optimization
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investment optimization
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duality
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convex constraints
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state constraints
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optional decomposition
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