Similar Search Results

Modelowanie zjawisk i procesów ekonomicznych w świetle teorii zbiorów rozmytych

Matłoka, Marian - 1987 - Wyd. 1

Persistent link: https://www.econbiz.de/10013399538

Infinite dimensional weak Dirichlet processes and convolution type processes

Fabbri, Giorgio; Russo, Francesco - 2016

Persistent link: https://www.econbiz.de/10011700694

Using Yager's t-norms for aggregation of fuzzy intervals

Hauke, Wolfgang - 1996

Persistent link: https://www.econbiz.de/10000944013

Defuzzifikationsstrategie und Defuzzifikationsanalyse : Verbindung zwischen unscharfer Mengentheorie und praktischen Anwendungen

Li, Baodong - 1996

Persistent link: https://www.econbiz.de/10000952086

Die Theorie der konvexen Optimierung : eine Einführung für Ökonomen

Klink, Norbert - 1995

Persistent link: https://www.econbiz.de/10000923530

Forward-backward systems for expected utility maximization

Horst, Ulrich; Hu, Ying; Imkeller, Peter; Réveillac, … - 2011

In this paper we deal with the utility maximization problem with a general utility function. We derive a new approach in which we reduce the utility maximization problem with general utility to the study of a fully-coupled Forward-Backward Stochastic Differential Equation (FBSDE).