Pages that link to "Item:Q5026814"
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The following pages link to A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises (Q5026814):
Displaying 3 items.
- A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization (Q1779092) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- Mean-field formulation for the infinite-horizon mean-variance control of discrete-time linear systems with multiplicative noises (Q6609021) (← links)