A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice

DOI10.1155/2014/840725zbMath1422.91644OpenAlexW2124802640WikidataQ59038200 ScholiaQ59038200MaRDI QIDQ2321522

Liuqing Tian, Wenjie Bi, Xiao Hong Chen, Hai Ying Liu

Publication date: 23 August 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/840725

Mathematics Subject Classification ID

Dynamic programming (90C39) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10)

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