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  • Search: subject:"inconsistent optimization problem"
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Year of publication
Subject
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Theorie 2 Theory 2 Algorithm 1 Algorithmus 1 Discounting 1 Diskontierung 1 Douglas–Rachford algorithm 1 Dynamic programming 1 Dynamische Optimierung 1 Equilibrium strategies 1 Hyperbolic discounting 1 Intertemporal choice 1 Intertemporale Entscheidung 1 Mathematical programming 1 Mathematische Optimierung 1 Mortality 1 Non-local HJB equation 1 PDE 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risk 1 Sterblichkeit 1 Time consistency 1 Time-inconsistent optimization problem 1 Zeitkonsistenz 1 convex functions 1 convex optimization problem 1 inconsistent optimization problem 1 minimal displacement vector 1 normal problem 1 proximal mapping 1 resolvent 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Bauschke, Heinz 1 Chen, An 1 Delong, Łukasz 1 Moursi, Walaa M. 1
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Insurance / Mathematics & economics 1 Mathematics of operations research 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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On the Douglas-Rachford algorithm for solving possibly inconsistent optimization problems
Bauschke, Heinz; Moursi, Walaa M. - In: Mathematics of operations research 49 (2024) 1, pp. 58-77
Persistent link: https://www.econbiz.de/10014527205
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Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
Delong, Łukasz; Chen, An - In: Insurance / Mathematics & economics 71 (2016), pp. 342-352
Persistent link: https://www.econbiz.de/10011630868
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