| Publication | Date of Publication | Type |
|---|
Linear and Nonlinear Programming
International Series in Operations Research & Management Science | 2023-01-04 | Paper |
Linear and nonlinear programming
International Series in Operations Research & Management Science | 2015-07-10 | Paper |
Pricing dynamic binary variables and their derivatives
Quantitative Finance | 2014-01-17 | Paper |
Analysis of the rebalancing frequency in log-optimal portfolio selection
Quantitative Finance | 2010-03-12 | Paper |
Linear and nonlinear programming.
International Series in Operations Research & Management Science | 2008-08-07 | Paper |
Pricing a nontradeable asset and its derivatives.
Journal of Optimization Theory and Applications | 2005-01-11 | Paper |
| scientific article; zbMATH DE number 2005717 (Why is no real title available?) | 2003-11-18 | Paper |
Arbitrage and universal pricing.
Journal of Economic Dynamics and Control | 2002-07-15 | Paper |
A correlation pricing formula.
Journal of Economic Dynamics and Control | 2002-07-15 | Paper |
Projection pricing
Journal of Optimization Theory and Applications | 2001-08-28 | Paper |
Products of random mappings
Ergodic Theory and Dynamical Systems | 2001-05-21 | Paper |
Products of trees for investment analysis
Journal of Economic Dynamics and Control | 1999-01-12 | Paper |
Optimality and the theory of value
Journal of Economic Theory | 1996-03-05 | Paper |
Welfare from a benefit viewpoint
Economic Theory | 1996-01-01 | Paper |
Computing economic equilibria using benefit and surplus functions
Computational Economics | 1995-05-30 | Paper |
Externalities and benefits
Journal of Mathematical Economics | 1995-05-28 | Paper |
New optimality principles for economic efficiency and equilibrium
Journal of Optimization Theory and Applications | 1994-09-26 | Paper |
Dual Pareto efficiency
Journal of Economic Theory | 1994-05-24 | Paper |
Strongly symmetric subgame perfect equilibria in infinitely repeated games with perfect monitoring and discounting
Games and Economic Behavior | 1994-04-21 | Paper |
A preference foundation for log mean-variance criteria in portfolio choice problems
Journal of Economic Dynamics and Control | 1993-12-20 | Paper |
A double look at duality
IEEE Transactions on Automatic Control | 1993-04-01 | Paper |
Benefit functions and duality
Journal of Mathematical Economics | 1992-11-23 | Paper |
Boundary recursion for descriptor variable systems
IEEE Transactions on Automatic Control | 1989-01-01 | Paper |
Dynamic equilibria for linear systems and quadratic costs
Automatica | 1987-01-01 | Paper |
Control of linear dynamic market systems
Journal of Economic Dynamics and Control | 1986-01-01 | Paper |
Generic controllability theorems for descriptor systems
IEEE Transactions on Automatic Control | 1985-01-01 | Paper |
Generic properties of column-structured matrices
Linear Algebra and its Applications | 1985-01-01 | Paper |
Algorithms to verify generic causality and controllability of descriptor systems
IEEE Transactions on Automatic Control | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3912096 (Why is no real title available?) | 1984-01-01 | Paper |
Analysis of the Asymptotic Behavior of Optimal Control Trajectories: The Implicit Programming Problem
SIAM Journal on Control and Optimization | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3718924 (Why is no real title available?) | 1979-01-01 | Paper |
Time-invariant descriptor systems
Automatica | 1978-01-01 | Paper |
Complete stability of noncooperative games
Journal of Optimization Theory and Applications | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3623371 (Why is no real title available?) | 1978-01-01 | Paper |
Dynamic equations in descriptor form
IEEE Transactions on Automatic Control | 1977-01-01 | Paper |
Singular Dynamic Leontief Systems
Econometrica | 1977-01-01 | Paper |
Neighborhood effects and maintenance of the urban housing stock*
The Journal of Mathematical Sociology | 1977-01-01 | Paper |
Efficiently Converging Minimization Methods Based on the Reduced Gradient
SIAM Journal on Control and Optimization | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3527747 (Why is no real title available?) | 1976-01-01 | Paper |
A nonlinear economic control problem with a linear feedback solution
IEEE Transactions on Automatic Control | 1975-01-01 | Paper |
Self-Scaling Variable Metric (SSVM) Algorithms
Management Science | 1974-01-01 | Paper |
A combined penalty function and gradient projection method for nonlinear programming
Journal of Optimization Theory and Applications | 1974-01-01 | Paper |
A mathematical theory of instruction: Instructor learner interaction and instruction pacing
Journal of Mathematical Psychology | 1974-01-01 | Paper |
The reduced system method for control problems with kinks†
International Journal of Control | 1974-01-01 | Paper |
An approach to nonlinear programming
Journal of Optimization Theory and Applications | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3466802 (Why is no real title available?) | 1973-01-01 | Paper |
The Gradient Projection Method Along Geodesics
Management Science | 1972-01-01 | Paper |
A combined parallel-tangents/penalty-function approach to solving trajectory-optimization problems.
AIAA Journal | 1971-01-01 | Paper |
Convergente rate of a penalty-function scheme
Journal of Optimization Theory and Applications | 1971-01-01 | Paper |
Technical Note—Cyclic Dynamic Programming: A Procedure for Problems with Fixed Delay
Operations Research | 1971-01-01 | Paper |
The Conjugate Residual Method for Constrained Minimization Problems
SIAM Journal on Numerical Analysis | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3281211 (Why is no real title available?) | 1969-01-01 | Paper |
Hyperbolic Pairs in the Method of Conjugate Gradients
SIAM Journal on Applied Mathematics | 1969-01-01 | Paper |
| scientific article; zbMATH DE number 3301016 (Why is no real title available?) | 1969-01-01 | Paper |
Convex Programming and Duality in Normed Space
IEEE Transactions on Systems Science and Cybernetics | 1968-01-01 | Paper |
Quasi-Convex Programming
SIAM Journal on Applied Mathematics | 1968-01-01 | Paper |
Reducing the Memory Requirements of Dynamic Programming
Operations Research | 1968-01-01 | Paper |
| scientific article; zbMATH DE number 3257681 (Why is no real title available?) | 1966-01-01 | Paper |
Invertible Solutions to the Operator Equation TA - BT = C
Proceedings of the American Mathematical Society | 1965-01-01 | Paper |
