Pages that link to "Item:Q885779"

The following pages link to Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779):

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 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)
• A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization (Q1779092) (← 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)
• Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618) (← links)