The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...

This is a preview. Log in through your library . Abstract A procedure is described which allows the selection of a simple random sample of size n from a list of N items, where N is unknown, and only ...

Knowing when to hold 'em, and when to fold 'em is one of life's perpetual mysteries. If you have a mathematical inclination, or a bent for probabilities, this book might well catalyze a turning point ...

At the core of reinforcement learning is the concept that the optimal behavior or action is reinforced by a positive reward. Similar to toddlers learning how to walk who adjust actions based on the ...