Pages that link to "Item:Q2487576"
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The following pages link to Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization (Q2487576):
Displaying 9 items.
- Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371) (← links)
- Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850) (← links)
- Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (Q664261) (← links)
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
- Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
- Optimization of quasilinear stochastic control-nonlinear diffusion systems (Q2401032) (← links)
- Quadratic and<i>H</i><sub>∞</sub>switching control for discrete-time linear systems with multiplicative noises (Q2938606) (← links)
- Locally Optimal Control for Discrete Time Delay Systems with Interval Parameters (Q3463577) (← links)
- MultiObjective Dynamic Optimization of Investment Portfolio Based on Model Predictive Control (Q5020745) (← links)
