Keyphrases
- portfolio optimization
- risk sensitive
- optimal control
- utility function
- markov decision processes
- portfolio selection
- problems involving
- portfolio management
- robust optimization
- factor analysis
- stock market
- risk management
- model free
- optimality criterion
- decision theoretic
- stock exchange
- bi objective
- control policies
- expected utility
- reinforcement learning
- stock price
- optimization methods
- markov decision problems
- average cost
- multiple objectives
- state space
- dynamic programming
- multi objective