Approximate value iteration approaches to constrained dynamic portfolio problems
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2004. === Includes bibliographical references (p. 173-176). === This thesis considers a discrete-time, finite-horizon dynamic portfolio problem where an investor makes sequential investment...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2006
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| Online Access: | http://hdl.handle.net/1721.1/30089 |