Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection (Q3300432): Difference between revisions
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Latest revision as of 01:30, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection |
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Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection (English)
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29 July 2020
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market frictions
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Markov jump stochastic systems
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model predictive control
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portfolio selection
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transaction costs
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