Optimal investments for the standard maximization problem with non-concave utility function in complete market model
type: Item
instance of: scholarly article
title: Optimal investments for the standard maximization problem with non-concave utility function in complete market model
zbMATH Open document ID: 1484.91413
author: Olena Bahchedjioglou
author: G. M. Shevchenko
published in: Mathematical Methods of Operations Research
publication date: 2022-04-08T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 7505275
zbMATH Keywords: optimal investment
zbMATH Keywords: standard maximization problem
zbMATH Keywords: non-concave utility
zbMATH Keywords: non-convex optimization
zbMATH Keywords: constrained optimization
MaRDI profile type: Publication
full work available at URL: s00186-022-00774-0
OpenAlex ID: W4214496525
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DOI: 10.1007/S00186-022-00774-0
description: scientific article