Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach |
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Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (English)
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5 October 2018
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mean-variance customer portfolio
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sparse
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penalty function
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Tikhonov's regularization
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Markov decision processes
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