A stochastic receding horizon control approach to constrained index tracking (Q945045)
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scientific article; zbMATH DE number 5324387
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| English | A stochastic receding horizon control approach to constrained index tracking |
scientific article; zbMATH DE number 5324387 |
Statements
A stochastic receding horizon control approach to constrained index tracking (English)
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10 September 2008
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computational methods
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constraints
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index tracking
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receding horizon control
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stochastic control
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0.85522413
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0.85312855
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0.85065114
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0.84788847
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0.84783345
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0.84775716
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0.84646654
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0.8454497
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0.8452639
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