The previous article in this issue dealt with the general principles of Dynamic Programming. In this article Professor Lindley shows how Dynamic Programming links up with certain decision problems in ...
This is a preview. Log in through your library . Abstract The paper solves the stochastic inverse optimal problem. Dynamic programming is used to transform the original problem into a differential ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...