Pages that link to "Item:Q664261"

The following pages link to Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (Q664261):

Displaying 5 items.

• Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850) (← links)
• Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494) (← links)
• Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
• Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
• Model Predictive Control for Discrete-Time Linear Systems with Time Delays and Unknown Input (Q3463560) (← links)