INVESTMENTS Two-Security Portfolio: Return rp =W+W2r2 W Proportion of funds in Security 1 W2 Proportion of funds in Security 2 =Expected return on Security 1
General GMM formula Let y, be an h-vector of variables that are observed at date t, let denote an unknown vector of coefficients, h(e, y,) Be an r-vector real function. Let denote true value of 0, and suppose this true value is
Leslie Pack Kaelbling, Michael. Littman and Anthony R. Cassandra, \Planning and Acting in Partially Observable Stochastic Domains,\ Artificial Intelligence, Vol. 101, 1998. j. Pineau,g. Gordon&s. Thrun\Point-based- value iteration: An anytime algorithm for POMDPs\. International Joint Conference on Artificial Intelligence(JCAI) Acapulco, Mexico. Aug