The first step is to ensure that the given distribution actually is a valid probability distribution. As mentioned earlier, ...
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: We construct a discrete optimization via simulation (DOvS) procedure using discrete Gaussian Markov random fields (GMRFs). Gaussian random fields (GRFs) are used in DOvS to balance ...
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