Stochastic orders and their applications in financial optimization.
Masaaki KijimaMasamitsu OhnishiPublished in: Math. Methods Oper. Res. (1999)
Keyphrases
- stochastic programming
- stochastic optimization
- optimization problems
- optimization algorithm
- evolutionary algorithm
- monte carlo sampling
- portfolio optimization
- non stationary
- global optimization
- optimization process
- optimization method
- optimal control problems
- optimization methods
- neural network
- reinforcement learning
- bayesian networks
- case study