Optimal Tracking Portfolio with a Ratcheting Capital Benchmark.
Lijun BoHuafu LiaoXiang YuPublished in: SIAM J. Control. Optim. (2021)
Keyphrases
- dynamic programming
- real time
- computer vision
- mean shift
- worst case
- challenging sequences
- database
- deformable objects
- optimal control
- motion analysis
- appearance model
- x ray
- particle filter
- optimal solution
- action recognition
- object detection
- closed form
- three dimensional
- motion detection
- decision making
- moving target
- neural network
- data sets