Optimal investment and consumption strategies for small investor using Bellman's principle of optimality.
Budhi Arta SuryaR. Aswin RahadiRuben JuliartoPublished in: ICEEI (2011)
Keyphrases
- optimal solution
- optimal strategy
- optimal portfolio
- stock market
- asset allocation
- investment strategies
- investment decisions
- piecewise linear
- dynamic programming
- optimality criterion
- exhaustive search
- optimal design
- long term
- small number
- decision making
- neural network
- portfolio management
- resource allocation
- multi agent