5 citations · 28 across the 30 of their papers we have counts for
4 papers · 1 filter
Portfolio Optimization under Correlation Constraint
Aditya Maheshwari, Traian Pirvu
We consider the problem of portfolio optimization with a correlation constraint. The framework is the multiperiod stochastic financial market setting with one tradable stock, stoch…
A Stochastic production planning problem
Elena Cristina Canepa, Dragos-Patru Covei, Traian A. Pirvu
Stochastic production planning problems were studied in several works; the model with one production good was discussed in [3]. The extension to several economic goods is not a tri…
An elliptic partial differential equation and its application
Dragos-Patru Covei, Traian A. Pirvu
This paper deals with the following elliptic equation \begin{equation*} -2σ^{2}Δz+\left\| \nabla z\right\| ^{2}+4αz=4\left\| x\right\| ^{2}\text{ for }x\in \mathbb{R}^{N}\text{, (}…
An elliptic partial differential equations system and its application
Dragos-Patru Covei, Traian A. Pirvu
This paper deals with the existence of solutions for an elliptic system of partial differential equations. The solution method is based on the sub- and super-solutions approach. An…