完全市场模型下非凹效用函数标准最大化问题的最优投资

IF 0.9 4区数学 Q3 MATHEMATICS, APPLIED

Mathematical Methods of Operations Research Pub Date : 2022-02-01 DOI:10.1007/s00186-022-00774-0

O. Bahchedjioglou, G. Shevchenko

引用次数: 1

摘要

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Optimal investments for the standard maximization problem with non-concave utility function in complete market model

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来源期刊

Mathematical Methods of Operations Research 数学-应用数学

CiteScore

1.90

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： This peer reviewed journal publishes original and high-quality articles on important mathematical and computational aspects of operations research, in particular in the areas of continuous and discrete mathematical optimization, stochastics, and game theory. Theoretically oriented papers are supposed to include explicit motivations of assumptions and results, while application oriented papers need to contain substantial mathematical contributions. Suggestions for algorithms should be accompanied with numerical evidence for their superiority over state-of-the-art methods. Articles must be of interest for a large audience in operations research, written in clear and correct English, and typeset in LaTeX. A special section contains invited tutorial papers on advanced mathematical or computational aspects of operations research, aiming at making such methodologies accessible for a wider audience. All papers are refereed. The emphasis is on originality, quality, and importance.