27 search results - page 1 / 6 » Comonotonic approximations for a generalized provisioning pr... |
JCAM
2011
12 years 7 months ago
2011
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
JCP
2007
13 years 4 months ago
2007
Abstract— We describe a general method to transform a non-Markovian sequential decision problem into a supervised learning problem using a K-bestpaths algorithm. We consider an a...
AAAI
2012
11 years 7 months ago
2012
This paper addresses the problem of automated advice provision in settings that involve repeated interactions between people and computer agents. This problem arises in many real ...
GECCO
2008
Springer
13 years 6 months ago
2008
Springer
Investors vary with respect to their expected return and aversion to associated risk, and hence also vary in their performance expectations of the stock market portfolios they hol...
EOR
2006
13 years 5 months ago
2006
One of the most important, common and critical management issues lies in determining the "best" project portfolio out of a given set of investment proposals. As this dec...