Dynamic stochastic optimization in finance

MaRDI QIDQ3545498zbMATH OpenFDO

Authors Racho Denchev, Krastyu Gumnerov

Publication date 10 December 2008

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

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Cited in

(11)

• scientific article; zbMATH DE number 1054948 (Why is no real title available?)
• scientific article; zbMATH DE number 4118294 (Why is no real title available?)
• Optimal financial decision making under uncertainty
• Optimal Control and Hedging of Operations in the Presence of Financial Markets
• Financial optimization
• Financial planning via multi-stage stochastic optimization.
• Dynamic mean-risk optimization in a binomial model
• On stochastic optimization problems and an application in finance
• Dynamic optimization models in finance: some extensions to the framework, models, and computation
• Stochastic programming models in financial optimization: a survey
• Large-scale financial planning via a partially observable stochastic dual dynamic programming framework

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