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Conjugate duality in problems of constrained utility maximization - MaRDI portal

Conjugate duality in problems of constrained utility maximization (Q5190571)

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scientific article; zbMATH DE number 5683081
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English
Conjugate duality in problems of constrained utility maximization
scientific article; zbMATH DE number 5683081

    Statements

    title
    Conjugate duality in problems of constrained utility maximization (English)
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    author
    Chantal Labbé
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    Andrew J. Heunis
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    published in
    Stochastics
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    publication date
    18 March 2010
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    zbMATH Keywords
    convex analysis
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    dual problems
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    martingale methods
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91G10
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    60G44
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    49N15
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    zbMATH DE Number
    5683081
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    OpenAlex ID
    W2086888575
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