This is a preview. Log in through your library . Abstract The theory of dynamic programming treats problems involving multi-stage processes by means of a transformation of the problem from the space ...

This course covers reinforcement learning aka dynamic programming, which is a modeling principle capturing dynamic environments and stochastic nature of events. The main goal is to learn dynamic ...

We consider the problem of dynamic portfolio optimization in a discrete-time, finite-horizon setting. Our general model considers risk aversion, portfolio constraints (e. g., no short positions), ...