Pages that link to "Item:Q490850"

The following pages link to Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850):

Displaying 10 items.

• 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)
• Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← 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)
• Feedback predictive control strategies for investment in the financial market with serially correlated returns subject to constraints and trading costs (Q4599836) (← links)
• MultiObjective Dynamic Optimization of Investment Portfolio Based on Model Predictive Control (Q5020745) (← links)
• Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618) (← links)
• Investment portfolio tracking using model predictive control (Q6054512) (← links)
• On asymptotic log-optimal portfolio optimization (Q6109043) (← links)