Optimal investment and consumption with stochastic dividends (Q3103178)
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scientific article; zbMATH DE number 5981229
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| default for all languages | No label defined |
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| English | Optimal investment and consumption with stochastic dividends |
scientific article; zbMATH DE number 5981229 |
Statements
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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0.8019678592681885
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0.7712410092353821
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