Measurable Selection and Dynamic Programming
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(24)- Measurable selection theorems for optimization problems
- Optimal selling mechanisms for multiproduct monopolists: Incentive compatibility in the presence of budget constraints
- Stochastic equilibria on graphs. II
- Stability in multistage stochastic programming
- Stochastic programs without duality gaps
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty
- Optimal strategies for utility from terminal wealth with general bid and ask prices
- MDPs with setwise continuous transition probabilities
- Optional and predictable projections of normal integrands and convex-valued processes
- Pure and randomized equilibria in the stochastic von Neumann-Gale model
- Shadow price of information in discrete time stochastic optimization
- CVaR hedging using quantization-based stochastic approximation algorithm
- Deterministic and stochastic optimization problems of bolza type in discrete time
- scientific article; zbMATH DE number 3607286 (Why is no real title available?)
- Robust utility maximization in discrete-time markets with friction
- Bellman equations for scalar linear convex stochastic control problems
- Existence of solutions in non-convex dynamic programming and optimal investment
- On utility maximization in discrete-time financial market models
- scientific article; zbMATH DE number 7733435 (Why is no real title available?)
- scientific article; zbMATH DE number 7733443 (Why is no real title available?)
- scientific article; zbMATH DE number 7733457 (Why is no real title available?)
- Duality in convex stochastic optimization
- Dynamic programming and dimensionality in convex stochastic optimization and control
- Decomposition algorithms for computational stochastic mixed-integer programming: a survey
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