Optimal investments for the standard maximization problem with non-concave utility function in complete market model (Q2123128): Difference between revisions
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Revision as of 05:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investments for the standard maximization problem with non-concave utility function in complete market model |
scientific article |
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Optimal investments for the standard maximization problem with non-concave utility function in complete market model (English)
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8 April 2022
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optimal investment
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standard maximization problem
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non-concave utility
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non-convex optimization
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constrained optimization
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