Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (Q664261)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6010209
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization |
scientific article; zbMATH DE number 6010209 |
Statements
Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (English)
0 references
1 March 2012
0 references
0 references
0 references
0 references
0.8852035999298096
0 references
0.8646264672279358
0 references
0.8589434623718262
0 references
0.8537026047706604
0 references