QuoteOriginally posted by: CuchulainnMaybe this code in C++ with Boost. You need to install boost from here.boostinstall BrentI will try thanks a lot

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: selmabeyazActually, i want to find x (in terms of the parameters in the function) which maximize above function Have you defined all params? What's I_n? Bessel, first kind?And some representative input parameters would be nice, espec...

Actually, i want to find x (in terms of the parameters in the function) which maximize above function

Thanks but it is not the fuction i study, i give it just as an example. My function is more complex than this one.

<t>I study with a parametric equation like y=(a-b/x)-(u/x-c), x is the variable and i want to know its maximum or minimum value. Hovewer, when i take derivative of this function wrt x, i cannot find x because the equation does not have a simple form. Is there a way to find maximum or minimum value o...

<t>I want to find numerical examples of application of dynamic programming in portfolio optimization. I read Pliska's article (A Discrete Time Stochastic Decision Model) and also want to see its application in an example. Where can I find such numerical examples? Do you have any suggestions? Thanks ...

Thank you very much for your help. I have a research project about the application of dynamic programming in portfolio optimization. I do not know much about portfolio optimization so I really need help. It would be great if you have any other suggestions for me.

Why people always try to maximize utility function of the terminal wealth in portfolio theory or gamble models? Is not it possible to maximize just terminal wealth. Why we need utility functions? I cannot find articles or books in which the aim is to maximize just terminal wealth.