Investment optimization under constraints. (Q703142): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q161651 |
Changed an Item |
||
| Property / author | |||
| Property / author: Nguyen Thanh Long / rank | |||
Normal rank | |||
Revision as of 20:10, 9 February 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
