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Publications by Teemu Pennanen
Convex Duality in Stochastic Optimization and Mathematical Finance
Mathematics of Operations Research
Management Science
Computer Science Applications
Operations Research
Mathematics
Existence of Solutions in Non-Convex Dynamic Programming and Optimal Investment
Mathematics and Financial Economics
Uncertainty
Statistics
Finance
Probability
Related publications
3. Duality in Convex Optimization
Optimization Methods in Mathematical Finance
Optimization
Control
Management Science
Applied Mathematics
Optimization
Operations Research
Mathematical Finance: Applications of Stochastic Process
IOSR Journal of Mathematics
Convex Duality in Constrained Mean-Variance Portfolio Optimization
Advances in Applied Probability
Applied Mathematics
Statistics
Probability
Multi-Dimensional Discrete Stochastic Calculus and Its Application to a Problem in Mathematical Finance
Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Duality in Stochastic Linear and Dynamic Programming
Lecture Notes in Economics and Mathematical Systems
Mathematics
Economics
Econometrics
Finance
Duality Theorems for Convex and Quasiconvex Set Functions
SN Operations Research Forum
Information Relaxations and Duality in Stochastic Dynamic Programs
Operations Research
Management Science
Computer Science Applications
Operations Research
Multiobjective Duality for Convex Semidefinite Programming Problems
Zeitschrift fur Analysis und ihre Anwendung
Applied Mathematics
Analysis
