Preservation of Scalarization Optimal Points in the...

SIAM Journal on Control and Optimization 2014 / 01 Vol. 52; Iss. 3

Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization

Tse, Shu Tong, Forsyth, Peter A., Li, Yuying
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Volume:
52
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/120888600
Date:
January, 2014
File:
PDF, 314 KB
english, 2014
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