Preservation of scalarization optimal points in the embedding technique for continuous time mean variance optimization
DOI10.1137/120888600zbMATH Open1297.90148OpenAlexW2067591726MaRDI QIDQ3192132FDOQ3192132
Authors: S. T. Tse, Yuying Li, P. A. Forsyth 
Publication date: 26 September 2014
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9e9fac6e8ad2d66016953d7363d9bc1bbbc6a84c
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