Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850)
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scientific article; zbMATH DE number 6474688
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| English | Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization |
scientific article; zbMATH DE number 6474688 |
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Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (English)
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21 August 2015
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model predictive control
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serially correlated parameters
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constraints
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investment portfolio
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0.8634123802185059
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0.8632037043571472
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0.8515623807907104
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0.8095287084579468
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