Optimal investment and consumption with stochastic dividends (Q3103178)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and consumption with stochastic dividends |
scientific article |
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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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