A stochastic receding horizon control approach to constrained index tracking (Q945045)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic receding horizon control approach to constrained index tracking |
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A stochastic receding horizon control approach to constrained index tracking (English)
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10 September 2008
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computational methods
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constraints
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index tracking
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receding horizon control
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stochastic control
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