Effective Approximation Methods for Constrained Utility Maximization with Drift Uncertainty

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1573-2878
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Effective Approximation Methods for Constrained Utility Maximization with Drift Uncertainty ; volume:194 ; number:1 ; day:8 ; month:4 ; year:2022 ; pages:191-219 ; date:7.2022
Journal of optimization theory and applications ; 194, Heft 1 (8.4.2022), 191-219, 7.2022

Creator
Zhu, Dongmei
Zheng, Harry
Contributor
SpringerLink (Online service)

DOI
10.1007/s10957-022-02015-0
URN
urn:nbn:de:101:1-2022073108425758911354
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:32 AM CEST

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Associated

  • Zhu, Dongmei
  • Zheng, Harry
  • SpringerLink (Online service)

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