Optimal investment and consumption with stochastic dividends (Q3103178): Difference between revisions

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Latest revision as of 17:18, 4 July 2024

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Optimal investment and consumption with stochastic dividends
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    Optimal investment and consumption with stochastic dividends (English)
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    26 November 2011
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    bandit processes
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    Bayesian framework
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    Poisson distribution
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    portfolio optimization
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