STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION (Q5292276): Difference between revisions

@@ Property / cites work @@
+Q4368722
@@ Property / cites work: Q4368722 / rank @@
+Normal rank
@@ Property / cites work @@
+Shortfall as a risk measure: properties, optimization and applications
+Normal rank
@@ Property / cites work @@
+Risk sensitive asset allocation
@@ Property / cites work: Risk sensitive asset allocation / rank @@
+Normal rank
@@ Property / cites work @@
+Strategic asset allocation
@@ Property / cites work: Strategic asset allocation / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
+Normal rank
@@ Property / cites work @@
+Products of trees for investment analysis
@@ Property / cites work: Products of trees for investment analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
+Normal rank
@@ Property / cites work @@
+Constrained model predictive control: Stability and optimality
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3594545
@@ Property / cites work: Q3594545 / rank @@
+Normal rank