Recursive algorithms for trailing stop: Stochastic approximation approach
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Publication:711707
DOI10.1007/s10957-010-9662-9zbMath1205.90212MaRDI QIDQ711707
Publication date: 27 October 2010
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-010-9662-9
90C15: Stochastic programming