Peter A. Forsyth

Publication Activity (10 Years)

Years Active: 1991-2024
Publications (10 Years): 10

Top Topics

Policy Iteration

Portfolio Optimization

Hamilton Jacobi Bellman

Asset Allocation

Top Venues

SIAM J. Financial Math.

Eur. J. Oper. Res.

SIAM J. Numer. Anal.

Publications