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An optimal investment problem with randomly terminating income.

Michel H. VellekoopMark Davis
Published in: CDC (2009)
Keyphrases
  • dynamic programming
  • decision making
  • worst case
  • database
  • real time
  • neural network
  • expert systems
  • optimal strategy
  • cost benefit
  • information systems
  • asymptotically optimal
  • finding optimal