Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850)
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English | Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization |
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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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