Pages that link to "Item:Q1779092"
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The following pages link to A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization (Q1779092):
Displaying 12 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)
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- Anisotropy-based filtering for linear discrete time-varying systems with multiplicative noises on a finite horizon (Q1982841) (← links)
- Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization (Q2487576) (← links)
- Anisotropy-based bounded real lemma for discrete-time systems with multiplicative noise (Q2631219) (← links)
- Lemma on boundedness of anisotropic norm for systems with multiplicative noises under a noncentered disturbance (Q2660499) (← links)
- Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises (Q5027521) (← links)
- Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
- \(H_{\infty}\) constraint Pareto optimal control for discrete-time Markov jump linear stochastic systems in finite horizon (Q6581125) (← links)
