Investment optimization under constraints. (Q703142)
From MaRDI portal
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
