Economics 753 : Structural Estimation Methods : Lecture Notes Set 2 Unconstrained OptimizationMccall, Brian P
portfolio optimizationborrowing constraintshamilton-jacobi-bellman equationWe consider that the surplus of an insurance company follows a Cramér–Lundberg process... P Azcue,N Muler - 《Insurance Mathematics & Economics》 被引量: 86发表: 2009年 On the role of norm constraints in portfolio selection...
Optimization plays an important role in many branches of science and applications: economics, operations research, network analysis, optimal design of mechanical or electrical systems, to mention but a few. Example 1.1. In this example we consider functions of one variable. The function f (x) =...
Several practical applications of global optimization problems arise in different fields, such as technical sciences, industrial engineering, economics, operations research, networks, chemical engineering, etc. See, for example, [1,2,3,4,5,6,7,8,9,10,11]. Therefore, many new problems are being...