Distributed optimization on unbalanced graphs via continuous-time methods
نویسندگان
چکیده
منابع مشابه
Continuous time portfolio optimization
This paper presents dynamic portfolio model based on the Merton's optimal investment-consumption model, which combines dynamic synthetic put option using risk-free and risky assets. This paper is extended version of methodological paper published by Yuan Yao (2012). Because of the long history of the development of foreign financial market, with a variety of financial derivatives, the study on ...
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متن کاملcontinuous time portfolio optimization
this paper presents dynamic portfolio model based on the merton's optimal investment-consumption model, which combines dynamic synthetic put option using risk-free and risky assets. this paper is extended version of methodological paper published by yuan yao (2012) cite{26}. because of the long history of the development of foreign financial market, with a variety of financial derivatives, the ...
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ژورنال
عنوان ژورنال: Science China Information Sciences
سال: 2018
ISSN: 1674-733X,1869-1919
DOI: 10.1007/s11432-018-9502-1