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A NONLINEAR CONTROL POLICY USING KERNEL METHOD FOR DYNAMIC ASSET ALLOCATION(SCOPE (Seminar on Computation and OPtimization for new Extensions))
Takano, Yuichi, Gotoh, Jun-yaVolume:
54
Year:
2011
Language:
english
Journal:
Journal of the Operations Research Society of Japan
DOI:
10.15807/jorsj.54.201
File:
PDF, 1.43 MB
english, 2011