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6
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JIA Weijia
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LANGRENÉ Nicolas
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2010
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Differential games
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Fokker–Planck
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GANs
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HJBI equation
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IEEE Transactions on Parall...
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Robust utility maximization under model uncertainty via a penalization approach
Journal article
Mathematics and Financial Economics,2022, volume: 16, issue: 1, pages: 51-88
Authors:
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
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Submit date:2022/08/29
Differential games
GANs
HJBI equation
Monte Carlo
Robust portfolio optimization
Portfolio optimization with a prescribed terminal wealth distribution
Journal article
Quantitative Finance,2022, volume: 22, issue: 2, pages: 333-347
Authors:
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
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View/Download:5/0
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Submit date:2022/08/29
Fokker–Planck
HJB
Optimal mass transport
Portfolio allocation
Wealth distribution target
Editor's note
Other
IEEE Transactions on Parallel and Distributed Systems, 2010, volume: 21, issue: 5, pages: 577-578
Authors:
Stojmenovic,Ivan
;
Guo,Minyi
;
Jia,Weijia
;
Kshemkalyani,Ajay
;
Liu,Yunhao
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Submit date:2022/06/17
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics: Preface
Other
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 2007, volume: 4742 LNCS
Authors:
Stojmenovic,Ivan
;
Thulasiram,Ruppa K.
;
Yang,Laurence T.
;
Weijia,Jia
;
Minyi,Guo
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Submit date:2022/06/17
Parallel and Distributed Processing and Applications: 5th International Symposium, ISPA 2007, Niagara Falls, Canada, August 29-31, 2007, Proceedings
Book
Germany:Springer, 2007
Authors:
Stojmenovic, Ivan
;
Thulasiram, Ruppa K.
;
Yang, Laurence T.
;
Jia, Weijia
;
Guo, Minyi
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Submit date:2022/06/27
ISPA'07: Proceedings of the 5th international conference on Parallel and Distributed Processing and Applications
Book
Berlin, Heidelberg:Springer-Verlag, 2007
Authors:
Stojmenovic, Ivan
;
Stojmenovic, Ruppa K.
;
Yang, Laurence T.
;
Jia, Weijia
;
Guo, Minyi
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Submit date:2022/07/01