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dynamics and the factor process. Our method combines two recent advances in the theory of optimal investments: the general … duality theory for robust utility maximization and the stochastic control approach to the dual problem of determining optimal …
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The Michaelis-Menten model has and continues to be one of the most widely used models in many diverse fields. In the biomedical sciences, the model continues to be ubiquitous in biochemistry, enzyme kinetics studies, nutrition science and in the pharmaceutical sciences. Despite its wide ranging...
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A drawback of robust statistical techniques is the increased computational effort often needed compared to non robust methods. Robust estimators possessing the exact fit property, for example, are NP-hard to compute. This means thatunder the widely believed assumption that the computational...
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