Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization (Q2487576): Difference between revisions
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| Property / cites work: Model predictive control based on linear programming - the explicit solution / rank | |||
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| Property / cites work: Q4462135 / rank | |||
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| Property / cites work: Dynamic network model of managing investment portfolio under random stepwise changes in volatilities of financial assets / rank | |||
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| Property / cites work: A model of financial market with several interacting assets. Complete market case / rank | |||
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| Property / cites work: Optimal Stabilization of Families of Linear Stochastic Differential Equations with Jump Coefficients and Multiplicative Noise / rank | |||
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Latest revision as of 14:09, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization |
scientific article |
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Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization (English)
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8 August 2005
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