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

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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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