Portfolio optimization models on infinite-time horizon
type: Item
instance of: scholarly article
title: Portfolio optimization models on infinite-time horizon
zbMATH Open document ID: 1082.91051
author: N. E. Zubov
published in: Journal of Optimization Theory and Applications
publication date: 2006-03-28T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L25
zbMATH DE Number: 5015795
zbMATH Keywords: portfolio optimization
zbMATH Keywords: dynamic programming equations
zbMATH Keywords: subsolutions and supersolutions
MaRDI profile type: Publication
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full work available at URL: b:jota.0000042596.26927.2d
OpenAlex ID: W1979139810
DOI: 10.1023/B:JOTA.0000042596.26927.2D
description: scientific article; zbMATH DE number 5015795