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researcher

M. Rásonyi

8 papers hereh-index 7225 citations19 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author2
  • last author4

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • math.PR4
  • math.ST2
  • math.OC1
  • q-fin.PM1
same name
  • M. Rásonyi — 10 papers, h 17

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20152021
most citedNon-convex dynamic programming and optimal investment

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

collaborators
Showing math.OCShow all

1 paper · 1 filter

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.