Robust optimal control for a consumption-investment problem.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 1, doi. 10.1007/s00186-007-0172-y
- By:
- Publication type:
- Article
Works matching IS 14322994 AND DT 2008 AND VI 67 AND IP 1
Results: 8
1
2
A behavioral stock market model.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 43, doi. 10.1007/s00186-007-0164-y
- By:
- Publication type:
- Article
3
Selective Gram–Schmidt orthonormalization for conic cutting surface algorithms.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 91, doi. 10.1007/s00186-007-0177-6
- By:
- Publication type:
- Article
4
On a class of optimization problems emerging when hedging with short term futures contracts.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 65, doi. 10.1007/s00186-007-0179-4
- By:
- Publication type:
- Article
5
Optimizing venture capital investments in a jump diffusion model.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 21, doi. 10.1007/s00186-007-0181-x
- By:
- Publication type:
- Article
6
Dependence properties and comparison results for Lévy processes.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 161, doi. 10.1007/s00186-007-0185-6
- By:
- Publication type:
- Article
7
Vector and matrix apportionment problems and separable convex integer optimization.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 133, doi. 10.1007/s00186-007-0184-7
- By:
- Publication type:
- Article
8
A mathematical approach to solve the network reconstruction problem.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 117, doi. 10.1007/s00186-007-0178-5
- By:
- Publication type:
- Article