Investment optimization under constraints. (Q703142)
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scientific article; zbMATH DE number 2125811
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| default for all languages | No label defined |
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| English | Investment optimization under constraints. |
scientific article; zbMATH DE number 2125811 |
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Investment optimization under constraints. (English)
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11 January 2005
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stochastic optimization
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investment optimization
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duality
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convex constraints
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state constraints
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optional decomposition
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0.8462285399436951
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0.8441175818443298
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0.8270065784454346
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0.8215017914772034
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0.8186373114585876
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