Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
Jun Fei, Eugene A. Feinberg
| Year of publication: |
2013
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|---|---|
| Authors: | Fei, Jun ; Feinberg, Eugene A. |
| Published in: |
Optimization under uncertainty ; Vol. 1. - New York, NY : Springer. - 2013, p. 433-450
|
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010192736