A new look at the Lagrange method for continuous-time stochastic optimization (Q1934408): Difference between revisions

@@ Property / author @@
-Jia'an Yan
@@ Property / author: Jia'an Yan / rank @@
-Normal rank
@@ Property / author @@
+Jia'an Yan
@@ Property / author: Jia'an Yan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11425-012-4519-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2032488963
@@ Property / OpenAlex ID: W2032488963 / rank @@
+Normal rank
@@ Property / cites work @@
+The Lagrange method of optimization with applications to portfolio and investment decisions
+Normal rank
@@ Property / cites work @@
+Q3811988
@@ Property / cites work: Q3811988 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4274285
@@ Property / cites work: Q4274285 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4194725
@@ Property / cites work: Q4194725 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
+Normal rank
@@ Property / cites work @@
+Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
+Normal rank
@@ Property / cites work @@
+Q5566063
@@ Property / cites work: Q5566063 / rank @@
+Normal rank
@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+Q2712233
@@ Property / cites work: Q2712233 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3706043
@@ Property / cites work: Q3706043 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
+Normal rank