Numerical methods for portfolio selection with bounded constraints (Q732165): Difference between revisions

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+Convex duality in constrained portfolio optimization
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+Q4211565
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection
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+Optimal consumption and portfolio choice with borrowing constraints
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+PORTFOLIO MANAGEMENT WITH CONSTRAINTS
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+Q4004190
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+Weak convergence methods and singularly perturbed stochastic control and filtering problems
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+Q3344923
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+Q4421713
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+Relaxed variational problems
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+On stochastic relaxed control for partially observed diffusions
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+Q3959169
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+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
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