Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618): Difference between revisions
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Revision as of 18:29, 5 March 2024
scientific article; zbMATH DE number 7470741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance |
scientific article; zbMATH DE number 7470741 |
Statements
Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (English)
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8 February 2022
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model predictive control
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Markov jump bilinear stochastic systems
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constraints
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portfolio selection
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