Convex Dynamic Optimization
Convex Dynamic Optimization is a dynamic optimization framework characterized by the property that the objective function and feasible set are convex at each stage, ensuring that local optima are global optima and enabling efficient solution via principled iterative algorithms.
67
Publications
2.7K
Citations
153
Authors
104
Institutions
Publications per year
2017–2026
24
Parents
67
Marco Frittelli, Emanuela Rosazza Gianin · BOA (University of Milano-Bicocca) · 2004 · 138 citations
Business, Finance, Mathematics +11
Representation of the penalty term of dynamic concave utilities
Finance and Stochastics · 2009 · 111 citations · Full text
1–5 of 67
153
4
h-index
3
h-index
2
h-index
2
h-index
2
h-index
1–5 of 153
104
University of Pennsylvania
Philadelphia, United States
4 h-index
9 publications
349 citations
University of Science and Technology of China
Hefei, China
3 h-index
3 publications
199 citations
University of Vienna
Vienna, Austria
3 h-index
3 publications
86 citations
Georgia Institute of Technology
Atlanta, United States
3 h-index
7 publications
119 citations
University of Southern California
Los Angeles, United States
2 h-index
2 publications
129 citations

TU Wien
Vienna, Austria
2 h-index
2 publications
39 citations

Kyoto University
Kyoto, Japan
2 h-index
6 publications
183 citations

Xidian University
Xi'an, China
2 h-index
4 publications
277 citations
1–8 of 104
6 publications · 201 citations
6
h-index
4 publications · 328 citations
4
h-index
Repository · 4 publications · 60 citations
4
h-index
3 publications · 224 citations
3
h-index
2 publications · 106 citations
2
h-index
1–5