Pages that link to "Item:Q3300432"
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The following pages link to Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection (Q3300432):
Displaying 8 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 constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494) (← links)
- Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization (Q2487576) (← links)
- Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618) (← links)
- Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises (Q5027521) (← links)
- An efficient robust model predictive control for nonlinear Markov jump systems with persistent disturbances using matrix partition (Q6170943) (← links)
- Asynchronous output feedback control for Markov jump systems under dynamic event‐triggered strategy (Q6180524) (← links)
