Algorithmic procedures for mean variance optimality in Markov decision chains
Karel Sladký and Milan Sitař
| Year of publication: |
2006
|
|---|---|
| Authors: | Sladký, Karel ; Sitař, Milan |
| Published in: |
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005. - Berlin : Springer, ISBN 3-540-32537-9. - 2006, p. 799-804
|
| Subject: | Theorie | Theory | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003356129