Utility Maximization with Convex Constraints and Partial Information

ISSN： 0167-8019

Source： Acta Applicandae Mathematicae, Vol.97, Iss.1-3, 2007-07, pp. : 221-238

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Utility maximization in an illiquid market

By Mete Soner H. Vukelja M.

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 85, Iss. 4, 2013-08 ,pp. : 692-706

Taylor & Francis Ltd

Access to resources Recommend Favorite

UTILITY MAXIMIZATION IN A LARGE MARKET

MATHEMATICAL FINANCE, Vol. 28, Iss. 1, 2018-01 ,pp. : 106-118

John Wiley & Sons Inc

Access to resources Recommend Favorite

Piecewise convex maximization approach to multiknapsack

By Fortin Dominique

Optimization, Vol. 58, Iss. 7, 2009-10 ,pp. : 883-895

Taylor & Francis Ltd

Access to resources Recommend Favorite

Utility maximization in a jump market model

By Morlais Marie-Amelie

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 81, Iss. 1, 2009-02 ,pp. : 1-27

Taylor & Francis Ltd

Access to resources Recommend Favorite

Parametric network utility maximization problem

By Yadamsuren Lutbat Rentsen Enkhbat Lee Suk-Hwan Hwang Won-Joo

Optimization Letters, Vol. 8, Iss. 3, 2014-03 ,pp. : 889-901

Springer Publishing Company

Access to resources Recommend Favorite