Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization (Q2487576)
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scientific article; zbMATH DE number 2193663
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| English | Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization |
scientific article; zbMATH DE number 2193663 |
Statements
Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization (English)
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8 August 2005
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0.8889028429985046
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0.8740852475166321
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0.8537026047706604
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0.8010790944099426
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