Pages that link to "Item:Q5292276"
From MaRDI portal
The following pages link to STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION (Q5292276):
Displayed 19 items.
- Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850) (← links)
- A stochastic receding horizon control approach to constrained index tracking (Q945045) (← links)
- Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC} (Q2440760) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control<sup>†</sup> (Q2868825) (← links)
- Scenario-based, closed-loop model predictive control with application to emergency vehicle scheduling (Q2868826) (← links)
- Dynamic hedging of basket options under proportional transaction costs using receding horizon control (Q3654580) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4554411) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4957232) (← links)
- MultiObjective Dynamic Optimization of Investment Portfolio Based on Model Predictive Control (Q5020745) (← links)
- Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618) (← links)
- DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (Q5051165) (← links)
- Online Mixed-Integer Optimization in Milliseconds (Q5106419) (← links)
- Deterministic mean-variance-optimal consumption and investment (Q5410799) (← links)
- Investment portfolio tracking using model predictive control (Q6054512) (← links)
- Bayesian nonparametric portfolio selection with rolling maximum drawdown control (Q6063325) (← links)
- On asymptotic log-optimal portfolio optimization (Q6109043) (← links)