Markov decision process algorithms for wealth allocation problems with defaultable bonds (Q5740694)
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scientific article; zbMATH DE number 6606991
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov decision process algorithms for wealth allocation problems with defaultable bonds |
scientific article; zbMATH DE number 6606991 |
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Markov decision process algorithms for wealth allocation problems with defaultable bonds (English)
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27 July 2016
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portfolio optimization
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defaultable bond
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Markov decision process
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