Dynamic stochastic optimization in finance
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Publication:3545498
zbMATH Open1153.91484MaRDI QIDQ3545498FDOQ3545498
Authors: Racho Denchev, Krastyu Gumnerov 
Publication date: 10 December 2008
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Cited In (11)
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- 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.
- On stochastic optimization problems and an application in finance
- Dynamic mean-risk optimization in a binomial model
- 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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