Optimal investment and consumption with stochastic dividends (Q3103178)

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scientific article; zbMATH DE number 5981229
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    Optimal investment and consumption with stochastic dividends
    scientific article; zbMATH DE number 5981229

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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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