Markov decision process algorithms for wealth allocation problems with defaultable bonds (Q5740694)
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scientific article; zbMATH DE number 6606991
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Markov decision process algorithms for wealth allocation problems with defaultable bonds |
scientific article; zbMATH DE number 6606991 |
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Markov decision process algorithms for wealth allocation problems with defaultable bonds (English)
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27 July 2016
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portfolio optimization
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defaultable bond
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Markov decision process
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0.86513746
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0.8629508
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0.8533708
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0.85123116
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0.8502709
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0.8490008
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0.8463191
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0.8454791
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