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Time-consistency of optimal investment under smooth ambiguity.
Anne G. Balter
Antje Mahayni
Nikolaus Schweizer
Published in:
Eur. J. Oper. Res. (2021)
Keyphrases
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neural network
dynamic programming
decision making
worst case
optimal solution
constraint satisfaction problems
learning algorithm
knowledge base
evolutionary algorithm
closed form
optimal control
finding optimal