Some Functional Analytic Tools for Utility Maximization
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Publication:2946096
DOI10.1007/978-3-319-03512-3_15zbMath1328.91267OpenAlexW824237227MaRDI QIDQ2946096
Alexander A. Gushchin, Ivan Morozov, R. V. Khasanov
Publication date: 16 September 2015
Published in: Modern Stochastics and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-03512-3_15
Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Portfolio theory (91G10)
Cites Work
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