A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization (Q1779092)
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scientific article; zbMATH DE number 2172440
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| English | A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization |
scientific article; zbMATH DE number 2172440 |
Statements
A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization (English)
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31 May 2005
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0.8740852475166321
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0.8341277837753296
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0.7994974255561829
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0.7958149313926697
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