Multi-period portfolio optimization with linear control policies
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Publication:1004108
DOI10.1016/j.automatica.2008.02.007zbMath1157.91354OpenAlexW2120547244MaRDI QIDQ1004108
Publication date: 2 March 2009
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2008.02.007
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Uses Software
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