Pages that link to "Item:Q680494"
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The following pages link to Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494):
Displaying 9 items.
- Distributed model predictive control of positive Markov jump systems (Q2005377) (← links)
- Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (Q2034839) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- MultiObjective Dynamic Optimization of Investment Portfolio Based on Model Predictive Control (Q5020745) (← links)
- Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618) (← links)
- Investment portfolio tracking using model predictive control (Q6054512) (← links)
- Stochastic optimal control problems of discrete‐time Markov jump systems (Q6081028) (← links)
- Adaptive event-triggered output tracking control for Markovian jump systems: a robust \(H_2/H_\infty\) MPC approach (Q6177084) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
