Semi-infinite terminal problems: A Newton type method

Optimization

Volumn 44, Issue 1, 1998, Pages 25-48

  Gugat, Martin ^a  

^a UNIVERSITY OF TRIER   (Germany)

Author keywords

Duality; Newton method; One sided derivatives; Optimal value function; Portfolio selection; Semi infinite optimization; Slater condition; Superlinear convergence; Terminal problems

Indexed keywords

EID: 22044437018     PISSN: 02331934     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331939808844398     Document Type: Article

References (11)

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