Pages that link to "Item:Q5576683"

The following pages link to Convex Programming and Duality in Normed Space (Q5576683):

Displaying 50 items.

• On the positive output controllability of linear time invariant systems (Q313215) (← links)
• Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
• Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
• Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
• Second and higher order duality in Banach space under \(\rho-(\eta,\theta)\)-invexity (Q417736) (← links)
• Isometric operators on Hilbert spaces and Wold decomposition of stationary time series (Q524895) (← links)
• Stochastic linear quadratic optimal control with constraint for discrete-time systems (Q529912) (← links)
• Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
• The treatment of the locking phenomenon for a general class of variational inequalities (Q596185) (← links)
• Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
• Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
• Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
• Interactive design of constrained variational curves (Q672481) (← links)
• Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets (Q782116) (← links)
• Single machine scheduling with batch-dependent setup times (Q844160) (← links)
• Optimal debt contracts and product market competition with exit and entry (Q848613) (← links)
• Deep learning of support vector machines with class probability output networks (Q890735) (← links)
• On robustness in the gap metric and coprime factor uncertainty for LTV systems (Q893986) (← links)
• Adverse selection without single crossing: monotone solutions (Q896942) (← links)
• Conditional forecasting with a multivariate time series model (Q899882) (← links)
• Variational formulation of the first principle of continuum thermodynamics (Q989984) (← links)
• Optimal harvesting and optimal vaccination (Q997314) (← links)
• Some observations and extensions of the optimal TWK-power due-date determination and sequencing problem (Q1117832) (← links)
• A penalty function proof of a Lagrange multiplier theorem with application to linear delay systems (Q1160418) (← links)
• Strong uniqueness and second order convergence in nonlinear discrete approximation (Q1164952) (← links)
• On the Ritz penalty method for solving the control of a diffusion equation (Q1165563) (← links)
• Robust \(H^ \infty\) disturbance minimization by duality (Q1199845) (← links)
• A design procedure for multivariable regulators (Q1232997) (← links)
• Minimal cost in elasto-plastic structures (Q1243161) (← links)
• A combination of penalty function and multiplier methods for solving optimal control problems (Q1250421) (← links)
• Nonlinear programming and an optimization problem on infinitely differentiable functions (Q1251189) (← links)
• Adaptive algorithms with filtered regressor and filtered error (Q1262285) (← links)
• Analytic efficient solution set for multi-criteria quadratic programs (Q1268246) (← links)
• The adjoint method for an inverse design problem in the directional solidification of binary alloys (Q1286096) (← links)
• Condition measures and properties of the central trajectory of a linear program (Q1290648) (← links)
• Estimation of elastic coefficients for a multiple beam structure (Q1321436) (← links)
• Market equilibrium with heterogeneous recursive-utility-maximizing agents (Q1338983) (← links)
• A functional optimization formulation and implementation of an inverse natural convection problem (Q1370751) (← links)
• A unified approach for parameter identification of inelastic material models in the frame of the finite element method (Q1371809) (← links)
• A quasi-separation theorem for LQG optimal control with IQ constraints (Q1390843) (← links)
• A projection scheme to stability analysis of discrete T-S fuzzy models. (Q1428714) (← links)
• Implicit algorithms for multilayer \(J_2\)-plasticity (Q1584932) (← links)
• A mathematical framework for the linear reconstructor problem in adapative optics (Q1587278) (← links)
• On optimal robust disturbance attenuation (Q1607233) (← links)
• Infinite horizon linear quadratic Pareto game of the stochastic singular systems (Q1644295) (← links)
• Stochastic linear quadratic optimal control with indefinite control weights and constraint for discrete-time systems (Q1665772) (← links)
• A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
• Mean-variance portfolio selection in a complete market with unbounded random coefficients (Q1689364) (← links)
• Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
• Optimal dynamic mean-variance asset-liability management under the Heston model (Q1712605) (← links)