An Alternative Method of Stochastic Optimization: The Portfolio Model ()
Abstract
We provide a new simple approach to stochastic dynamic optimization. In doing so, we derive the existing (standard) results using a far simpler technique than the duality and the variational methods.
Share and Cite:
M. Alghalith, "An Alternative Method of Stochastic Optimization: The Portfolio Model,"
Applied Mathematics, Vol. 2 No. 7, 2011, pp. 912-913. doi:
10.4236/am.2011.27123.
Conflicts of Interest
The authors declare no conflicts of interest.
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