Corcuera Valverde, José ManuelYu, Yihao2020-04-212020-04-212019-06-20https://hdl.handle.net/2445/156337Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: José Manuel Corcuera Valverde[en] The Karush-Kuhn-Tucker conditions (in short, the KKT conditions), an extension of the well-known Lagrange multipliers method, have been developed to solve optimization problems in a more general sense, that is, including both inequalities and constraints. On the other hand, the selection of an optimal portfolio conforming the requirements of each investor, requesting a maximum return, a minimum risk or a balance between these two aspects, can be solved with the application of the KKT conditions.45 p.application/pdfspacc-by-nc-nd (c) Yihao Yu, 2019http://creativecommons.org/licenses/by-nc-nd/3.0/es/Optimització matemàticaTreballs de fi de grauSistemes dinàmics diferenciablesAnàlisi funcionalSistemes estocàsticsMathematical optimizationBachelor's thesesDifferentiable dynamical systemsFunctional analysisStochastic systemsinfo:eu-repo/semantics/bachelorThesisinfo:eu-repo/semantics/openAccess