通过分解算法求解受约束的消费-投资问题
Solving constrained consumption–investment problems by decomposition algorithms
European Journal of Operational Research · 2024
被引 4
ABS 4
- Bernardo K. Pagnoncelli 通讯
- Tito Homem‐de‐Mello
- Guido Lagos
- Pablo Castañeda
- Javier García-Rubio
金融经济学动态规划随机优化数值方法