"Preservation of Scalarization Optimal Points in the Embedding Technique ..."

Shu Tong Tse, Peter A. Forsyth, Yuying Li (2014)

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DOI: 10.1137/120888600

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type: Journal Article

metadata version: 2023-10-24

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Shu Tong Tse, Peter A. Forsyth, Yuying Li:
Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization. SIAM J. Control. Optim. 52(3): 1527-1546 (2014)

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