Nonsmooth Utility Maximization Under Cone Constraints

Nonsmooth Utility Maximization Under Cone Constraints

Bibliographic Details
Main Author:	Westray, Nicholas
Published:	Imperial College London 2009
Subjects:	510
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.502907

Similar Items

On the representation theory of the Chevalley groups
by: Dagger, Stuart Westray
Published: (1968)

Robust utility maximization, f-projections, and risk constraints
by: Gundel, Anne
Published: (2006)

Nonsmooth optimization with constraints.
Published: (1987)

Utility maximization and quadratic BSDEs under exponential moments
by: Mocha, Markus
Published: (2012)

Optimization of nonsmooth first order hyperbolic systems
by: Strogies, Nikolai
Published: (2016)

Maximal orders in the Sklyanin algebra
by: Bush Hipwood, Dominic
Published: (2018)

The movable cones of Calabi-Yau threefolds
by: Fryers, Michael James
Published: (1999)

Market completion and robust utility maximization
by: Müller, Matthias
Published: (2005)

The minimal generating sets of maximal size of selected groups
by: Whiston, Julius Yau
Published: (2001)

Curvilinear maximal functions
by: Marletta, G.
Published: (1995)

A Nonsmooth Nonconvex Descent Algorithm
by: Mankau, Jan Peter
Published: (2017)

Adaptive tracking for exothermic chemical reactors under input constraints
by: Thuto, Mosalagae
Published: (2000)

Singular sets and maximal topologies
by: Kennedy, Gary J.
Published: (1999)

Duality without constraint qualification in nonsmooth optimization
by: S. Nobakhtian
Published: (2006-01-01)

Maximal graphs and spacelike mean curvature flows in semi-Euclidean spaces
by: Thorpe, Benjamin Stuart
Published: (2011)

Convergence properties of bimodules over maximal abelian self-adjoint algebras
by: Habgood, Joseph Letuya
Published: (2007)

On a Nonsmooth Vector Optimization Problem with Generalized Cone Invexity
by: Hehua Jiao, et al.
Published: (2012-01-01)

On some maximal subgroups of the classical groups
by: King, O.
Published: (1980)

Proximal methods in medical image reconstruction and in nonsmooth optimal control of partial differential equations
by: Schindele, Andreas
Published: (2016)

Vehicle routing problem with availability constraints
by: Johar, Farhana
Published: (2015)

Approximation of nonsmooth optimization problems and elliptic variational inequalities with applications to elasto-plasticity
by: Rösel, Simon
Published: (2017)

Rank 3 permuation characters and maximal subgroups
by: Tong Viet, Hung Phi
Published: (2009)

Maximal tori in finite groups of Lie type
by: Gager, Philip Charles
Published: (1973)

Complementarity problems, variational inequalities and extended Lorentz cones
by: Zhang, Guohan
Published: (2017)

Duality for nonsmooth mathematical programming problems with equilibrium constraints
by: Sy-Ming Guu, et al.
Published: (2016-01-01)

Generalized (Phi, Rho)-convexity in nonsmooth vector optimization over cones
by: Malti Kapoor, et al.
Published: (2016-01-01)

A class of maximal subgroups of finite classical groups
by: Schaffer, Mark
Published: (1998)

Classes of maximal-length reduced words in Coxeter groups
by: Scott, Anthony
Published: (1996)

Maximal subgroups of classical groups in dimensions 16 and 17
by: Rogers, Daniel P.
Published: (2017)

On the asymptotics of the Dirichlet Laplacian : cones, corners and conduction
by: Watson, Simon P.
Published: (1998)

Fixed point indices and existence theorems for semilinear equations in cones
by: Cremins, Casey Timothy
Published: (1997)

Maximal-#rho#-extensions and irreducibility
by: McGrath, J. D.
Published: (1988)

Contribution to nonsmooth lyapunov stability of differential inclusions with maximal monotone operators
by: Nguyen, Bao
Published: (2018)

A finite collineation group in five dimensions : its maximal and other large subgroups, and its simplest invariant primal
by: Hartley, E. M.
Published: (1952)

Constraint qualifications and stationarity concepts for mathematical programs with equilibrium constraints
by: Flegel, Michael L.
Published: (2005)

Two topics in Banach-space theory invariant subspaces and maximal norms
by: Hooker, N. D.
Published: (1982)

Some results in harmonic analysis related to pointwise convergence and maximal operators
by: Bailey, Andrew David
Published: (2012)

Optimization subject to nonlinear constraints
by: Skrobanski, Jerzy Jan
Published: (1986)

On nonsmooth mathematical programs with equilibrium constraints using generalized convexity
by: Joshi Bhuwan Chandra, et al.
Published: (2019-01-01)

Congestion in many-particle systems with volume exclusion constraints : algorithms and applications to modelling in biology
by: Ferreira, Marina Amado
Published: (2018)