## Dynamic Convex Duality in Constrained Utility Maximization

*Li, Yusong*;

*Zheng, Harry*;

- Subject: Quantitative Finance - Mathematical Finance | 91G80, 93E20, 49N05, 49N15acm: MathematicsofComputing_NUMERICALANALYSIS | TheoryofComputation_ANALYSISOFALGORITHMSANDPROBLEMCOMPLEXITYarxiv: Mathematics::Optimization and Control

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