Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612)
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scientific article; zbMATH DE number 6872005
Language | Label | Description | Also known as |
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English | Duality and optimality conditions in stochastic optimization and mathematical finance |
scientific article; zbMATH DE number 6872005 |
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23 May 2018
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stochastic optimization
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convex duality
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optimality conditions
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math.OC
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math.PR
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