Regularized stochastic dual dynamic programming for convex nonlinear optimization problems (Q2218885)
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scientific article; zbMATH DE number 7297590
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| English | Regularized stochastic dual dynamic programming for convex nonlinear optimization problems |
scientific article; zbMATH DE number 7297590 |
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Regularized stochastic dual dynamic programming for convex nonlinear optimization problems (English)
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18 January 2021
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stochastic optimization
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stochastic dual dynamic programming
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regularization
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portfolio selection
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market impact costs
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0.787193238735199
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0.787056028842926
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0.7614642381668091
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0.7545427083969116
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0.7498674988746643
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