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20132026
most citedOptimal investment with intermediate consumption under no unbounded profit with bounded risk

32 citations · 33 across the 11 of their papers we have counts for

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math.PR2016

On fixed gain recursive estimators with discontinuity in the parameters

Huy N. Chau, Chaman Kumar, Miklós Rásonyi +1

In this paper we estimate the tracking error of a fixed gain stochastic approximation scheme. The underlying process is not assumed Markovian, a mixing condition is required instea…