Pages that link to "Item:Q5026618"
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The following pages link to Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618):
Displaying 6 items.
- Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (Q664261) (← links)
- Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494) (← links)
- EID-based sliding mode investment policy design for fuzzy stochastic jump financial systems (Q1730364) (← links)
- Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (Q2034839) (← links)
- Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection (Q3300432) (← links)
- An efficient robust model predictive control for nonlinear Markov jump systems with persistent disturbances using matrix partition (Q6170943) (← links)
