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Filtering by: Keyword optimization Subject Industrial Engineering and Management Sciences

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Description:: The goal of this thesis is to design practical algorithms for nonlinear optimization in the case when the objective function is stochastic or nonsmooth. The thesis is divided into three chapters. Chapter 1 describes an active-set method for the minimization of an objective function that is structurally nonsmooth, viz., it...
Keyword:: machine learning, optimization, deep learning, Newton, nonsmooth, and quasi-Newton
Subject:: Industrial Engineering and Management Sciences
Creator:: Nitish Shirish Keskar
Owner:: Scholarly Digital Publishing
Date Uploaded:: 04/16/2018
Date Modified:: 04/16/2018
Date Created:: 2017-01-01
Resource Type:: Dissertation

Description:: Both individual and institutional investors face a number of constraints in their consumption and investment decisions. We look at well-motivated constraints on the consumption process as well as liquidity constraints and study their impact on optimal consumption and investment policies under a dynamic discrete time setting.
Keyword:: investment, optimization, liquidity, portfolio, consumption, and non-decreasing
Subject:: Industrial Engineering and Management Sciences
Creator:: Amit Vijay Bhandari
Owner:: Scholarly Digital Publishing
Date Uploaded:: 09/07/2018
Date Modified:: 09/07/2018
Date Created:: 2008-05-06
Resource Type:: Dissertation

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