Large-scale financial planning via a partially observable stochastic dual dynamic programming framework.

Autor: Lee, Jinkyu1 (AUTHOR), Kwon, Do-Gyun1 (AUTHOR), Lee, Yongjae2 (AUTHOR) yongjaelee@unist.ac.kr, Kim, Jang Ho3 (AUTHOR), Kim, Woo Chang1 (AUTHOR) wkim@kaist.ac.kr
Zdroj: Quantitative Finance. Sep2023, Vol. 23 Issue 9, p1341-1360. 20p.
Databáze: Business Source Ultimate
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