scientific article; zbMATH DE number 3794815

MaRDI QIDQ4741287zbMATH OpenFDO

Authors Alain Fougeres

Publication date 1979

zbMATH Keywords

convex optimizationnonreflexive Banach spacesrelaxation-projection

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Numerical methods of relaxation type (49M20) Duality and reflexivity in normed linear and Banach spaces (46B10) Existence theories for problems in abstract spaces (49J27)

Cited in

(1)

• Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.

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