Pages that link to "Item:Q513744"
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The following pages link to Existence of solutions in non-convex dynamic programming and optimal investment (Q513744):
Displaying 6 items.
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
- Optional and predictable projections of normal integrands and convex-valued processes (Q2359142) (← links)
- Shadow price of information in discrete time stochastic optimization (Q2413091) (← links)
- Dynamic programming principle and computable prices in financial market models with transaction costs (Q2698051) (← links)
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
- (Q6178244) (← links)