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Teemu Penannen

1 paper hereh-index 13 citations1 works total

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  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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  • math.OC1

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most citedNon-convex dynamic programming and optimal investment

2 citations · 2 across the 1 of their papers we have counts for

collaborators

1 paper

math.OC2015★ 2 cited

Non-convex dynamic programming and optimal investment

Teemu Penannen, Ari-Pekka Perkkiö, Miklós Rásonyi

We establish the existence of minimizers in a rather general setting of dynamic stochastic optimization without assuming either convexity or coercivity of the objective function. W…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.