Constrained Monotone Mean-Variance Problem with Random Coefficients (Q6169625)
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scientific article; zbMATH DE number 7726723
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Constrained Monotone Mean-Variance Problem with Random Coefficients |
scientific article; zbMATH DE number 7726723 |
Statements
Constrained Monotone Mean-Variance Problem with Random Coefficients (English)
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15 August 2023
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monotone mean-variance
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cone constraints
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random coefficients
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robust control
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0.8894843
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0.8855033
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0.8763306
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0.8743998
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0.86916983
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0.86904323
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0.86603284
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0.8657526
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0.8650729
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