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Investment portfolio tracking using model predictive control - MaRDI portal

Investment portfolio tracking using model predictive control (Q6054512)

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scientific article; zbMATH DE number 7754174
Language Label Description Also known as
English
Investment portfolio tracking using model predictive control
scientific article; zbMATH DE number 7754174

    Statements

    title
    Investment portfolio tracking using model predictive control (English)
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    author
    Maisa Kely de Melo
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    Q6054509
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    Q6054510
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    Q6054511
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    publication date
    25 October 2023
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    zbMATH Keywords
    model predictive control
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    optimal control
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    portfolio selection
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    portfolio tracking
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    Identifiers

    zbMATH DE Number
    7754174
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    DOI
    10.1002/OCA.2937
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