The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes.
Imen Ben TaharH. Mete SonerNizar TouziPublished in: SIAM J. Control. Optim. (2007)
Keyphrases
- dynamic programming
- optimal control
- exhaustive search
- state space
- decision making
- optimal solution
- linear programming
- reinforcement learning
- piecewise linear
- multiresolution
- stereo matching
- optimal design
- coarse to fine
- greedy algorithm
- markov decision processes
- multi objective
- information technology
- image processing