Conjugate duality in problems of constrained utility maximization (Q5190571)
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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 |
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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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