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Publication:3464100
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zbMath1340.60118MaRDI QIDQ3464100

P. P. Gorun, Yaroslav M. Chabanyuk

Publication date: 20 January 2016


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic optimizationMarkov switchingaveraging schemeinvestment portfolio


Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40) Portfolio theory (91G10)


Related Items (1)

Asymptotic behavior of a modified stochastic optimization procedure in an averaging scheme







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