Pages that link to "Item:Q664261"
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The following pages link to Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (Q664261):
Displaying 12 items.
- Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850) (← links)
- Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494) (← links)
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Optimal control of Markovian switching systems with applications to portfolio decisions under inflation (Q902339) (← links)
- Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
- Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
- The application of model predictive control on stock portfolio optimization with prediction based on geometric Brownian motion-Kalman filter (Q2165790) (← links)
- Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization (Q2487576) (← links)
- Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection (Q3300432) (← links)
- Model Predictive Control for Discrete-Time Linear Systems with Time Delays and Unknown Input (Q3463560) (← links)
- Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618) (← links)
- Finite-frequency output feedback MPC for Markov jump systems (Q6581153) (← links)
