Stochastic switching for partially observable dynamics and optimal asset allocation (Q2978077)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic switching for partially observable dynamics and optimal asset allocation |
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Stochastic switching for partially observable dynamics and optimal asset allocation (English)
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21 April 2017
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dynamic programming
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Markov decisions
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partial observation
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stochastic control
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duality methods
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