Legendre transform-dual solution for investment and consumption problem under the Vasicek model.

Hao Chang Kai Chang

Published in: J. Syst. Sci. Complex. (2014)

Keyphrases

probabilistic model
computational model
cost function
data sets
simulation model
theoretical framework
theoretical analysis
autoregressive
formal model
parameter estimation
maximum likelihood
objective function
multiscale
high level
decision making
feature selection
information retrieval