The Implementation of Optimal Investment Decision Strategies in Finance

该项目将为金融领域中具有实际意义的一类最优金融决策问题开发一套可实施的解决方法。它涉及应用数学金融和自适应随机最优控制理论的复杂思想。 该项目的创新之处在于它的应用在随机动态优化问题的解决方案的最新进展，开发一系列的金融优化问题的实际实施。 其成果将有利于澳大利亚金融机构和澳大利亚IT行业开发创新的金融风险管理软件。

This project will develop a set of implementable solution methodologies for a class of optimal financial decision making problems of practical interest in the finance sector. It involves the application of sophisticated ideas from mathematical finance and adaptive stochastic optimal control theory. The innovation of the project lies in its application of recent advances in the solution of stochastic dynamic optimisation problems to develop practical implementations of a range of financial optimisation problems. Its outcomes will benefit both Australian financial institutions and sectors of Australia's IT industry developing innovative financial risk management software.