Robust portfolio selection using linear-matrix inequalities (Q5958242): Difference between revisions

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+Linear Matrix Inequalities in System and Control Theory
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+Q4230831
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+A convex programming approach to H2 control of discrete-time markovian jump linear systems
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+On a Convex Parameter Space Method for Linear Control Design of Uncertain Systems
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+A robust hedging algorithm
@@ Property / cites work: A robust hedging algorithm / rank @@
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+Multi-period minimax hedging strategies
@@ Property / cites work: Multi-period minimax hedging strategies / rank @@
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+Robust min-max portfolio strategies for rival forecast and risk scenarios
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+Q3126831
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+Publication:5958242