Investment optimization under constraints. (Q703142): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Nguyen Thanh Long / rank | |||
| Property / author | |||
| Property / author: Nguyen Thanh Long / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s001860400368 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1566698902 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
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)
0 references
11 January 2005
0 references
stochastic optimization
0 references
investment optimization
0 references
duality
0 references
convex constraints
0 references
state constraints
0 references
optional decomposition
0 references
