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

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+The Lagrange method of optimization with applications to portfolio and investment decisions
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+Q3811988
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+Q4274285
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+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
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+Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
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+A General Stochastic Maximum Principle for Optimal Control Problems
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+Q3706043
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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