Pages that link to "Item:Q490850"
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The following pages link to Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850):
Displayed 6 items.
- Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494) (← links)
- MultiObjective Dynamic Optimization of Investment Portfolio Based on Model Predictive Control (Q5020745) (← links)
- Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618) (← links)
- Investment portfolio tracking using model predictive control (Q6054512) (← links)
- Bayesian nonparametric portfolio selection with rolling maximum drawdown control (Q6063325) (← links)
- On asymptotic log-optimal portfolio optimization (Q6109043) (← links)