Keyphrases
- risk sensitive
- partial information
- portfolio optimization
- optimal control
- incomplete information
- portfolio selection
- utility function
- portfolio management
- factor analysis
- markov decision processes
- problems involving
- model free
- stock market
- optimization methods
- robust optimization
- bi objective
- risk management
- stock price
- expected utility
- optimality criterion
- decision theoretic
- stock exchange
- artificial intelligence
- orders of magnitude
- optimization algorithm
- multi objective
- reinforcement learning