Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance
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Publication:5026618
DOI10.1080/00207721.2020.1814892zbMath1483.93143OpenAlexW3083160985MaRDI QIDQ5026618
Vladimir Dombrovskii, Tatiana Pashinskaya
Publication date: 8 February 2022
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2020.1814892
Stochastic systems in control theory (general) (93E03) Portfolio theory (91G10) Model predictive control (93B45)
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