The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...

In this article, I want to provide a simple guide that explains reinforcement learning and give you some practical examples of how it is used today.

RAVI VARADHAN, CHRISTOPHE ROLAND, Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm, Scandinavian Journal of Statistics, Vol. 35, No. 2 (June 2008), pp.