Erratum: ``Convex duality in stochastic optimization and mathematical finance

DOI10.1287/MOOR.2015.0750zbMATH Open1357.49134OpenAlexW2261022709MaRDI QIDQ2806829FDOQ2806829

Authors: Teemu Pennanen 

Publication date: 19 May 2016

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.2015.0750

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zbMATH Keywords

convex dualitystochastic programmingmathematical finance

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20) Duality theory (optimization) (49N15)

Cites Work

• Convex duality in stochastic optimization and mathematical finance
• Duality and optimality conditions in stochastic optimization and mathematical finance

Cited In (4)

• Erratum to ``A unified approach to multiple stopping and duality
• Duality and optimality conditions in stochastic optimization and mathematical finance
• Convex duality in optimal investment and contingent claim valuation in illiquid markets
• Errata corrige to: Stochastic differential games: Occupation measure based approach

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