The Lagrange method of optimization with applications to portfolio and investment decisions
type: Item
instance of: scholarly article
title: The Lagrange method of optimization with applications to portfolio and investment decisions
zbMATH Open document ID: 0875.90024
DOI: 10.1016/0165-1889(94)00841-9
author: Gregory C. Chow
publication date: 1997-02-27T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 984102
zbMATH Keywords: Optimal control
zbMATH Keywords: Lagrange multipliers
zbMATH Keywords: Dynamic programming
zbMATH Keywords: C61
zbMATH Keywords: E22
MaRDI profile type: Publication
full work available at URL: 0165-1889(94)00841-9
OpenAlex ID: W2038339998
cites work: Optimal control without solving the Bellman equation
cites work: Q3944284
cites work: Q4096701
cites work: Optimum consumption and portfolio rules in a continuous-time model
cites work: An Intertemporal Capital Asset Pricing Model
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 984102