STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION (Q5292276)
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scientific article; zbMATH DE number 5165795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION |
scientific article; zbMATH DE number 5165795 |
Statements
STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION (English)
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20 June 2007
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portfolio optimization
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optimal control
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model predictive control
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dynamic programming
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