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"Effective Approximation Methods for Constrained Utility Maximization with ..."

Dong-Mei Zhu, Harry Zheng (2022)

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DOI: 10.1007/S10957-022-02015-0

access: open

type: Journal Article

metadata version: 2022-07-27

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Dong-Mei Zhu, Harry Zheng:
Effective Approximation Methods for Constrained Utility Maximization with Drift Uncertainty. J. Optim. Theory Appl. 194(1): 191-219 (2022)

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