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Convex duality in stochastic optimization and mathematical finance
Pennanen, Teemu - In: Mathematics of operations research 36 (2011) 2, pp. 340-362
Persistent link: https://www.econbiz.de/10009162067
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Efficient allocations in double auction markets
Pennanen, Teemu - In: Mathematics of operations research 47 (2022) 2, pp. 1648-1663
Persistent link: https://www.econbiz.de/10013365337
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Epi-Convergent Discretizations of Multistage Stochastic Programs
Pennanen, Teemu - In: Mathematics of operations research 30 (2005) 1, pp. 245
Persistent link: https://www.econbiz.de/10006417420
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Local Convergence of the Proximal Point Algorithm and Multiplier Methods Without Monotonicity
Pennanen, Teemu - In: Mathematics of operations research 27 (2002) 1, pp. 170-191
Persistent link: https://www.econbiz.de/10006418591
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Convex Duality in Stochastic Optimization and Mathematical Finance
Pennanen, Teemu - In: Mathematics of operations research 36 (2011) 2, pp. 340-363
Persistent link: https://www.econbiz.de/10009029528