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Optimal Consumption-Investment Problems in Incomplete Markets with Random Coefficients.

Netzahualcoyotl Castañeda-LeyvaDaniel Hernández-Hernández
Published in: CDC/ECC (2005)
Keyphrases
  • problems involving
  • optimal solution
  • feature space
  • dynamic programming
  • optimization problems
  • noisy data
  • optimal or near optimal