Optimal consumption and portfolio selection problem with downside consumption constraints.

Yong Hyun Shin Byung Hwa Lim U. Jin Choi

Published in: Appl. Math. Comput. (2007)

Keyphrases

dynamic programming
electricity consumption
resource consumption
optimal solution
similarity measure
lower bound
constraint programming
search space
linear constraints
global constraints
optimal control
upper bound
mobile robot
database
association rules
multi agent
database systems
machine learning
neural network