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Optimal Decision for Selling an Illiquid Stock.
Baojun Bian
Min Dai
Lishang Jiang
Qing Zhang
Yifei Zhong
Published in:
J. Optim. Theory Appl. (2011)
Keyphrases
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worst case
decision making
dynamic programming
artificial intelligence
stock market
decision rules
long term
case study
decision trees
optimal solution
scheduling problem
decision problems
real time
optimal control
optimal design
decision processes
stock data
stock trading