Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850): Difference between revisions
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Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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Property / Mathematics Subject Classification ID: 93B40 / rank | |||
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Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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Property / Mathematics Subject Classification ID: 93C55 / rank | |||
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Property / Mathematics Subject Classification ID: 93E03 / rank | |||
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Property / zbMATH DE Number: 6474688 / rank | |||
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model predictive control | |||
Property / zbMATH Keywords: model predictive control / rank | |||
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serially correlated parameters | |||
Property / zbMATH Keywords: serially correlated parameters / rank | |||
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constraints | |||
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investment portfolio | |||
Property / zbMATH Keywords: investment portfolio / rank | |||
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Revision as of 22:43, 30 June 2023
scientific article
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English | Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization |
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Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (English)
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21 August 2015
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model predictive control
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serially correlated parameters
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constraints
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investment portfolio
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