Pages that link to "Item:Q885779"
From MaRDI portal
The following pages link to Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779):
Displaying 4 items.
- 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)
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
