Robust worst-case optimal investment.

Sascha Desmettre Ralf Korn Peter Ruckdeschel Frank Thomas Seifried

Published in: OR Spectr. (2015)

Keyphrases

worst case
upper bound
worst case scenario
dynamic programming
average case
error bounds
np hard
lower bound
greedy algorithm
approximation algorithms
running times
data sets
decision making
computationally efficient
optimal control
parameter tuning
long run
data mining
asymptotically optimal
neural network