Event-Based Optimization for POMDPs and Its Application in Portfolio Management-Reference-Cited by-同舟云学术

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Event-Based Optimization for POMDPs and Its Application in Portfolio Management

Published:2011-01 Issue:1 Volume:44 Page:3228-3233
ISSN:1474-6670
Container-title:IFAC Proceedings Volumes
language:en
Short-container-title:IFAC Proceedings Volumes

Author:

Wang De-Xin,Cao Xi-Ren

Publisher

Elsevier BV

Subject

General Medicine

Reference23 articles.

1. Policy-gradient algorithms for partially observable Markov decision processes;Aberdeen,2003

2. Scaling internal-state policy-gradient methods for POMDPs;Aberdeen,2002

3. Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility;Akian;Mathematical Finance,2001

4. Infinite-horizon policy-gradient estimation;Baxter;Journal of Artificial Intelligence Research,2001

5. Dynamic Programming and Stochastic Control;Bertsekas,1976

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Event-based optimization for smoothing ramp events in combined Wind-Storage energy systems;International Journal of Electrical Power & Energy Systems;2024-07

2. On multi-scale event-based optimization;Results in Control and Optimization;2023-03

3. Adaptive Sampling and Actuation for POMDPs: Application to Precision Agriculture;2022 IEEE 61st Conference on Decision and Control (CDC);2022-12-06

4. Optimization of stock trading with additional information by Limit Order Book;Automatica;2021-05

5. Event-based optimization with random packet dropping;Science China Information Sciences;2020-10-09

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