Mean-variance optimization in discrete-time decision processes with general utility function (Q6929983)
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scientific article; zbMATH DE number 8093577
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| English | Mean-variance optimization in discrete-time decision processes with general utility function |
scientific article; zbMATH DE number 8093577 |
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Mean-variance optimization in discrete-time decision processes with general utility function (English)
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16 September 2025
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mean-variance optimization
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stochastic dynamic programming
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decision process
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portfolio selection
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investment decisions
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