The finite horizon investor problem with a budget constraint (Q2379989)
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scientific article; zbMATH DE number 5686425
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| English | The finite horizon investor problem with a budget constraint |
scientific article; zbMATH DE number 5686425 |
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The finite horizon investor problem with a budget constraint (English)
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24 March 2010
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approximation algorithms
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dynamic programming with a budget constraint
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0.7404893040657043
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0.7335960865020752
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0.7283077836036682
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0.7255102396011353
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