scientific article

zbMath1135.91364MaRDI QIDQ3499479

Yanqing Yi, Kaiji Liao, Xikui Wang

Publication date: 29 May 2008

Full work available at URL: http://pphmj.com/abstract/2953.htm

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

zbMATH Keywords

Markov decision processesBayesian methodportfolio optimizationDirichlet processesnonparametric statisticslogarithmic utility functionisoelastic utility function

Mathematics Subject Classification ID

Utility theory (91B16) Markov and semi-Markov decision processes (90C40) Portfolio theory (91G10)

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