Pages that link to "Item:Q3581020"
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The following pages link to An Affine Control Method for Optimal Dynamic Asset Allocation with Transaction Costs (Q3581020):
Displaying 17 items.
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- A constraint sampling approach for multi-stage robust optimization (Q445078) (← links)
- Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850) (← links)
- Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
- Binary decision rules for multistage adaptive mixed-integer optimization (Q1702781) (← links)
- Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
- An incremental-hybrid-Yager's entropy model for dynamic portfolio selection with fuzzy variable (Q1727222) (← links)
- Optimal investment risks and debt management with backup security in a financial crisis (Q1743950) (← links)
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules (Q1789612) (← links)
- Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
- Generalization of affine feedback stock trading results to include stop-loss orders (Q2063816) (← links)
- Dynamic planning of a two-dose vaccination campaign with uncertain supplies (Q2079443) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4554411) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4957232) (← links)
- Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective (Q5057987) (← links)