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Search: subject:"Lagrange duality"
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Theorie
9
Theory
9
Lagrange duality
8
Mathematical programming
6
Mathematische Optimierung
6
Portfolio selection
4
Portfolio-Management
4
Asymptotic Satiability
3
Duality Theory
3
Foreign Exchange Market
3
Lagrange Duality
3
Multivariate Utility Function
3
Optimal Portfolio
3
Transaction Costs
3
Composed convex optimization problems
2
Dual optimization problem
2
Duales Optimierungsproblem
2
Efficient solutions (properly
2
Fenchel–Lagrange duality
2
Lagrange duality theorem
2
Mathematics
2
Mathematik
2
Multiobjective duality
2
Risiko
2
Risk
2
Transaction costs
2
weakly)
2
Agency theory
1
Algorithm
1
Algorithmus
1
Allocation
1
Allokation
1
Anlageverhalten
1
Asset and liability management
1
Asymptotic satiability
1
Behavioral finance
1
Behavioural finance
1
Composed functions
1
Conjugate duality
1
Conjugate functions
1
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Undetermined
13
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13
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3
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10
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10
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English
11
Undetermined
5
Author
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Campi, Luciano
4
Owen, Mark
3
Wanka, Gert
3
Boţ, Radu
2
Grad, Sorin-Mihai
2
Ararat, Çağin
1
Bi, Xiuchun
1
Chang, Hao
1
Chi, Chang Koo
1
Choi, Kyoung Jin
1
Cui, Zhenyu
1
El Haffari, Mostafa
1
Fan, Jiacheng
1
Hamel, Andreas
1
Keykhaei, Reza
1
Kuroiwa, Daishi
1
Mokhtar-Kharroubi, Hocine
1
Roubi, Ahmed
1
Rudloff, Birgit
1
Suzuki, Satoshi
1
Wilfer, Oleg
1
Yu, Guodong
1
Yuan, Lvning
1
Zhang, Shuguang
1
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Université Paris-Dauphine (Paris IX)
2
Université Paris-Dauphine
1
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Economics Papers from University Paris Dauphine
2
RAIRO
2
Computational Statistics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic modelling
1
Finance and Stochastics
1
IEEE transactions on engineering management : EM
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of mathematical economics
1
Mathematical Methods of Operations Research
1
Open Access publications from Université Paris-Dauphine
1
Operations research forum
1
Top : transactions in operations research
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ECONIS (ZBW)
10
RePEc
6
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1
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16
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1
Online risk-averse resource allocation in queuing networks
Yu, Guodong
- In:
IEEE transactions on engineering management : EM
70
(
2023
)
1
,
pp. 184-195
Persistent link: https://www.econbiz.de/10014231434
Saved in:
2
A dual approach to agency problems
Chi, Chang Koo
;
Choi, Kyoung Jin
- In:
Journal of mathematical economics
109
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014474775
Saved in:
3
Optimal investment problem under behavioral setting : a
Lagrange
duality
perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
Saved in:
4
Duality theorems for convex and quasiconvex set functions
Suzuki, Satoshi
;
Kuroiwa, Daishi
- In:
Operations research forum
1
(
2020
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012237547
Saved in:
5
Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market
Keykhaei, Reza
- In:
RAIRO
53
(
2019
)
4
,
pp. 1171-1186
Persistent link: https://www.econbiz.de/10012118960
Saved in:
6
A
Lagrange
duality
approach for multi-composed optimization problems
Wanka, Gert
;
Wilfer, Oleg
- In:
Top : transactions in operations research
25
(
2017
)
2
,
pp. 288-313
Persistent link: https://www.econbiz.de/10011725403
Saved in:
7
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
8
Convergence of a proximal algorithm for solving the dual of a generalized fractional program
El Haffari, Mostafa
;
Roubi, Ahmed
- In:
RAIRO
51
(
2017
)
4
,
pp. 985-1004
Persistent link: https://www.econbiz.de/10011859423
Saved in:
9
Convex and convex-like optimization over a range inclusion problem and first applications
Mokhtar-Kharroubi, Hocine
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 277-299
Persistent link: https://www.econbiz.de/10011997741
Saved in:
10
Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao
- In:
Economic modelling
51
(
2015
),
pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
Saved in:
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