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Markov Decision Processes with Applications to Finance · Study

BookMarkov Decision Processes with Applications to Finance

Nicole Bäuerle2011

Book2011

Markov Decision Processes with Applications to Finance

Nicole Bäuerle · Ulrich Rieder

398 citations·0/0 files stored·Universitext

No readable copy stored yet — this record is metadata only.

Stochastic processes and financial applications Probability and Statistical Research Adaptive Dynamic Programming Control

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 398 citations exist upstream.

References

1953Stochastic Games

Cited by

2014From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning 2022A brief review of portfolio optimization techniques 2018Trading financial indices with reinforcement learning agents 2011Markov Decision Processes with Average-Value-at-Risk criteria 2017Risk-aware multi-armed bandit problem with application to portfolio selection 2016Zero-sum risk-sensitive stochastic games 2016Optimality Conditions for Inventory Control 2015Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization

Details

Year2011

Typebook

Published2011-01-01

VenueUniversitext

ISSN-L0172-5939

Languageen

Citations398

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-3-642-18324-9

openalex_workW368265031

Links

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