Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization

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Publication:664261

DOI10.1134/S0005117911050079zbMath1235.93259OpenAlexW1989603723MaRDI QIDQ664261

T. Yu. Obedko, V. V. Dombrovskii

Publication date: 1 March 2012

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117911050079




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