Conjugate duality in problems of constrained utility maximization (Q5190571): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Conjugate convex functions in optimal stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption choices for a `large' investor / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex duality in constrained portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4085497 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039796 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4368791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale and Duality Methods for Utility Maximization in an Incomplete Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex duality in constrained mean-variance portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3849114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measurable dependence of convex sets and functions on parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conjugate convex functions in optimal control and the calculus of variations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence theorems for general control problems of Bolza and Lagrange / rank
 
Normal rank
Property / cites work
 
Property / cites work: A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients / rank
 
Normal rank

Latest revision as of 14:23, 2 July 2024

scientific article; zbMATH DE number 5683081
Language Label Description Also known as
English
Conjugate duality in problems of constrained utility maximization
scientific article; zbMATH DE number 5683081

    Statements

    Conjugate duality in problems of constrained utility maximization (English)
    0 references
    0 references
    0 references
    0 references
    18 March 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    convex analysis
    0 references
    dual problems
    0 references
    martingale methods
    0 references
    0 references