Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization |
scientific article; zbMATH DE number 6474688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization |
scientific article; zbMATH DE number 6474688 |
Statements
Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (English)
0 references
21 August 2015
0 references
model predictive control
0 references
serially correlated parameters
0 references
constraints
0 references
investment portfolio
0 references
0 references
0 references
0 references
0 references
0 references
