The Relaxed Investor with Partial Information (Q4902215)
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scientific article; zbMATH DE number 6130645
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The Relaxed Investor with Partial Information |
scientific article; zbMATH DE number 6130645 |
Statements
The Relaxed Investor with Partial Information (English)
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25 January 2013
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optimal investment
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partial information
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Bayesian approach
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Markov decision problem
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discrete versus continuous trading
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discretization gap
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0.90184426
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0.85151684
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0.8249173
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0.82101613
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0.81868565
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0.8126092
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0.81247765
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