MultiObjective Dynamic Optimization of Investment Portfolio Based on Model Predictive Control
type: Item
instance of: scholarly article
title: MultiObjective Dynamic Optimization of Investment Portfolio Based on Model Predictive Control
zbMATH Open document ID: 1480.91265
DOI: 10.1137/20M1346420
author: Maisa Kely de Melo
author: Rodrigo T. N. Cardoso
author: Tales A. Jesus
published in: SIAM Journal on Control and Optimization
publication date: 2022-01-07T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93B45
Mathematics Subject Classification ID: 90C29
zbMATH DE Number: 7453430
zbMATH Keywords: model predictive control
zbMATH Keywords: multiobjective optimization
zbMATH Keywords: portfolio selection
MaRDI profile type: MaRDI publication profile
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full work available at URL: 20m1346420
OpenAlex ID: W4205569378
description: scientific article; zbMATH DE number 7453430