This release is good for developers building long-context applications, real-time reasoning agents, or those seeking to ...
Abstract: We investigate discrete-time mean–variance portfolio selection problems viewed as a Markov decision process. We transform the problems into a new model with a deterministic transition ...
Abstract: In this article, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the ...
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