Performance Bounds and Suboptimal Policies for Multi-Period Investment

by Stephen Boyd, Brendan O'Donoghue, Mark T. Mueller

Performance Bounds and Suboptimal Policies for Multi-Period Investment examines dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary time-varying... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1601986726
• ISBN13: 9781601986726
• Release Date: January 2014
• Publisher: Now Publishers
• Length: 94 Pages
• Weight: 0.32 lbs.
• Dimensions: 0.2" x 6.1" x 9.2"