Hideki-Iwaki-TUS/TOCE_Numerical_Examples: v1.0.0

Zenodo (CERN European Organization for Nuclear Research) 2026 Open access

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Authors: Hideki-Iwaki
DOI: 10.5281/zenodo.18884820
Cited by: 0

Abstract

TOCE Numerical Examples (Reproducibility) This folder contains Python code to reproduce the numerical examples and figures in the manuscript: Time-Consistent Optimized Certainty Equivalent: Duality and Structural Properties by H. Iwaki, and D. Yoshikawa. Requirements Python >= 3.10 (tested) OS: Linux / macOS / Windows (tested on Linux) Install dependencies: python -m venv .venv source .venv/bin/activate pip install -U pip pip install -r requirements.txt

Fields of Study & Subjects

Risk and Portfolio Optimization Stochastic processes and financial applications Advanced Control Systems Optimization

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
6 March 2026
Language
EN