ROBUST MAXIMIZATION OF ASYMPTOTIC GROWTH UNDER COVARIANCE UNCERTAINTY Journal Article

Overview

CU Boulder Authors

Huang, Yu-Jui

publication date

October 1, 2013

Full Author List

Bayraktar E; Huang Y-J

published in

Annals of Applied Probability Journal

Other Profiles

Digital Object Identifier (DOI)

10.1214/12-AAP887

Additional Document Info

start page

1817

end page

1840

volume

23

issue

5