Conjugate duality in problems of constrained utility maximization (Q5190571)

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scientific article; zbMATH DE number 5683081
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Conjugate duality in problems of constrained utility maximization
scientific article; zbMATH DE number 5683081

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