Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618)
From MaRDI portal
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)
0 references
8 February 2022
0 references
model predictive control
0 references
Markov jump bilinear stochastic systems
0 references
constraints
0 references
portfolio selection
0 references
