Schl M.

M. Schl

Information about the author M. Schl will soon be added to the site.
Found 3 papers in total
Price systems constructed by optimal dynamic portfolios
Price systems constructed by optimal dynamic portfolios
2000
The paper studies connections between arbitrage and utility maximization in a...
On value preserving and growth optimal portfolios
On value preserving and growth optimal portfolios
1999
In a discrete-time financial market setting, the paper relates various concepts...
Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes
Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes
1991
The paper is concerned with a discounted Markov decision process with an unknown...
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