Pages that link to "Item:Q5086461"
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The following pages link to Dynamic convex duality in constrained utility maximization (Q5086461):
Displaying 8 items.
- On dynamic programming equations for utility indifference pricing under delta constraints (Q534745) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Deep learning for constrained utility maximisation (Q2152236) (← links)
- Effective approximation methods for constrained utility maximization with drift uncertainty (Q2671440) (← links)
- Dynamic utility-based good deal bounds (Q3519373) (← links)
- Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
- Dual stochastic descriptions of streamflow dynamics under model ambiguity through a Markovian embedding (Q6543319) (← links)