On value preserving and growth optimal portfolios.

Ralf Korn Manfred Schäl

Published in: Math. Methods Oper. Res. (1999)

Keyphrases

closed form
optimal control
worst case
dynamic programming
finding optimal
neural network
optimal design
database
multi objective
globally optimal
online learning
supply chain
support vector
learning environment
reinforcement learning
database systems
case study
machine learning
real time