Pages that link to "Item:Q1888753"
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The following pages link to Stochastic optimization under constraints. (Q1888753):
Displaying 21 items.
- Investment optimization under constraints. (Q703142) (← links)
- Convex duality in constrained portfolio optimization (Q1203746) (← links)
- On correct extension of some stochastically constrained problems (Q1285444) (← links)
- A duality approach to problems of combined stopping and deciding under constraints (Q1397070) (← links)
- On utility maximization under convex portfolio constraints (Q1948700) (← links)
- On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes (Q2133355) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- Minimizing a stochastic convex function subject to stochastic constraints and some applications (Q2229571) (← links)
- Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
- Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
- Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
- Convergence in the Semimartingale Topology and Constrained Portfolios (Q3086809) (← links)
- (Q3550819) (← links)
- (Q3654596) (← links)
- (Q4821531) (← links)
- (Q4856141) (← links)
- Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
- On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
- CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE (Q5472779) (← links)
- OPTIMAL RISK CONTROL UNDER MARKED POINT PROCESSES SHOCKS: A DYNAMIC PROGRAMMING DUALITY APPROACH (Q5746924) (← links)
- Dynamic programming in convex stochastic optimization (Q6178244) (← links)
