Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises (Q5027521)
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scientific article; zbMATH DE number 7469582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises |
scientific article; zbMATH DE number 7469582 |
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Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises (English)
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4 February 2022
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Markov jump systems
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variance constraint
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multiplicative noises
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multi-period optimal control
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optimal portfolio selection
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