Timeline for Continuous optimization
Current License: CC BY-SA 2.5
15 events
| when toggle format | what | by | license | comment | |
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| Aug 20, 2010 at 23:26 | comment | added | user3875 | or-exchange.com/questions/632/iterated-investment | |
| Aug 20, 2010 at 23:16 | history | edited | user3875 |
edited tags
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| Aug 19, 2010 at 23:14 | comment | added | user3875 | I meant continuous as "repeated" or "iterated". I will ask at or-exchange. I didn't realize that existed. | |
| Aug 19, 2010 at 22:36 | comment | added | Gilead | (1) The thing is, in the second case (where $m_i$ are nonnegative integers), I can't see how you would get a continuous optimization problem. Unless you have another definition of continuous. (2) If reinvestment is allowed, then the problem more difficult, because now each $m_{i}$ is no longer a single value, since decisions can change over time. It sounds like what you might want to look into the "continuous-time scheduling" literature. Mind you, you'll still end up with a discrete optimization problem. (3) Try asking this question at or-exchange.com. | |
| Aug 19, 2010 at 22:19 | comment | added | user3875 | Also I know about operations research but from what I know of OR it deals with "one-shot" type problems. I'm asking if there is some more specific sub-field that deals with multiple decisions. Maybe I will look at iterated one-player games. | |
| Aug 19, 2010 at 22:13 | history | edited | user3875 | CC BY-SA 2.5 |
clarified that re-investment is allowed.
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| Aug 19, 2010 at 22:11 | comment | added | user3875 | I should clarify: The challenge in the problem is re-investment: After an asset matures the proceeds may be used to buy more assets of any class. I will edit the post to clarify. | |
| Aug 19, 2010 at 22:09 | comment | added | user3875 | Non-negative reals (I allow zero investment in a particular class) | |
| Aug 19, 2010 at 18:37 | comment | added | Gilead | @J. Mangaldan: I think that makes sense. I'm more used to $\mathbb{R}_{+}$ for positive reals. | |
| Aug 19, 2010 at 16:16 | answer | added | KalEl | timeline score: 1 | |
| Aug 19, 2010 at 15:58 | comment | added | J. M. isn't a mathematician | Gilead: with the way things are on these sorts of problems, I suppose it means "the set of positive reals." | |
| Aug 19, 2010 at 15:53 | comment | added | Gilead | Also to answer your question as to what is the field that studies this topic, I'm not sure what kind of answer you are are looking for, but these types of problems are routinely handled in mathematical programming, operations research, financial mathematics, etc. | |
| Aug 19, 2010 at 15:32 | comment | added | Gilead | Forgive my ignorance, but what is $\mathbb{R}^{*}$? | |
| Aug 19, 2010 at 15:26 | answer | added | Gilead | timeline score: 1 | |
| Aug 19, 2010 at 12:57 | history | asked | user3875 | CC BY-SA 2.5 |