Abstract
In this note we consider an investment problem in real estate. We show that it can be formulated in terms of a constrained optimization problem, and this leads to a linear rearrangement optimization problem. We address existence, uniqueness, and symmetry of the optimal solution.
| Original language | British English |
|---|---|
| Pages (from-to) | 478-485 |
| Number of pages | 8 |
| Journal | Numerical Functional Analysis and Optimization |
| Volume | 30 |
| Issue number | 5-6 |
| DOIs | |
| State | Published - May 2009 |
Keywords
- Optimality condition
- Optimization
- Rearrangement inequalities
- Rearrangements
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