On Feedback Control in Kelly Betting: An Approximation Approach

Conference paper

Proceedings of the IEEE Conference on Control Technology and Applications (CCTA), pp.903-908

07/2020

Abstract

Stochastic Systems;Financial Engineering;Kelly Betting;Taylor Series;Apprxoimation;Gambling Theory

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Title: On Feedback Control in Kelly Betting: An Approximation Approach
Creators - without role: 宗翰謝
Publication Details: Proceedings of the IEEE Conference on Control Technology and Applications (CCTA), pp.903-908
Identifiers: 978-1-7281-7139-5; 9957769399306774
Academic Unit: Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
Language: English
Resource Type: Conference paper