A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization (Q1779092): Difference between revisions
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Revision as of 04:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization |
scientific article |
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A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization (English)
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31 May 2005
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