Pages that link to "Item:Q1925782"
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The following pages link to Stochastic programs without duality gaps (Q1925782):
Displaying 19 items.
- On the game interpretation of a shadow price process in utility maximization problems under transaction costs (Q377457) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
- Management of a hydropower system via convex duality (Q1731594) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
- Topological duals of locally convex function spaces (Q2114842) (← links)
- Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
- Pricing without no-arbitrage condition in discrete time (Q2235871) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- Log-optimal and rapid paths in von Neumann-Gale dynamical systems (Q2326016) (← links)
- Shadow price of information in discrete time stochastic optimization (Q2413091) (← links)
- Convex duality in nonlinear optimal transport (Q2421526) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- Robust Utility Maximization in Discrete-Time Markets with Friction (Q4563374) (← links)
- Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
