Optimal investments for the standard maximization problem with non-concave utility function in complete market model (Q2123128)
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scientific article; zbMATH DE number 7505275
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| English | Optimal investments for the standard maximization problem with non-concave utility function in complete market model |
scientific article; zbMATH DE number 7505275 |
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Optimal investments for the standard maximization problem with non-concave utility function in complete market model (English)
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8 April 2022
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optimal investment
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standard maximization problem
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non-concave utility
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non-convex optimization
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constrained optimization
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0.8451870083808899
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0.8283315300941467
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0.8181008100509644
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0.8165960311889648
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0.8069577217102051
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