Pages that link to "Item:Q5292276"
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The following pages link to STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION (Q5292276):
Displayed 7 items.
- Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850) (← links)
- A stochastic receding horizon control approach to constrained index tracking (Q945045) (← links)
- Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC} (Q2440760) (← links)
- Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control<sup>†</sup> (Q2868825) (← links)
- Scenario-based, closed-loop model predictive control with application to emergency vehicle scheduling (Q2868826) (← links)
- Dynamic hedging of basket options under proportional transaction costs using receding horizon control (Q3654580) (← links)
- Deterministic mean-variance-optimal consumption and investment (Q5410799) (← links)