Customer portfolio model driven by continuous-time Markov chains: An l₂ Lagrangian regularization method

Mathematics

• Lagrange Method 97%
• Lagrangian Method 94%
• Continuous-time Markov Chain 83%
• Regularization Method 72%
• Customers 70%
• Unique Solution 41%
• Gradient Projection Method 31%
• Extremal Point 31%
• Weighted Norm 28%
• Equality Constraints 25%
• Inequality Constraints 23%
• Model 22%
• Lagrange 22%
• Multiplier 20%
• Continuous Time 19%
• Objective function 19%
• Convexity 19%
• Markov chain 18%
• Tend 17%
• Converge 14%
• Numerical Examples 14%
• Standards 12%
• Zero 11%
• Class 6%

Business & Economics

• Continuous-time Markov Chain 100%
• Regularization 89%
• Portfolio Model 84%
• Rate of Return 22%
• Inequality Constraints 20%
• Convexity 15%
• Gradient 15%
• Markov Chain 15%
• Multiplier 13%
• Continuous Time 13%
• Equality 13%
• Objective Function 12%

Engineering & Materials Science

• Gradient methods 83%
• Markov chains 67%