A stochastic receding horizon control approach to constrained index tracking (Q945045): Difference between revisions

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Latest revision as of 15:55, 28 June 2024

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A stochastic receding horizon control approach to constrained index tracking
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    A stochastic receding horizon control approach to constrained index tracking (English)
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    10 September 2008
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    computational methods
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    constraints
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    index tracking
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    receding horizon control
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    stochastic control
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    Identifiers

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