Constrained Monotone Mean-Variance Problem with Random Coefficients (Q6169625)
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scientific article; zbMATH DE number 7726723
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained Monotone Mean-Variance Problem with Random Coefficients |
scientific article; zbMATH DE number 7726723 |
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Constrained Monotone Mean-Variance Problem with Random Coefficients (English)
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15 August 2023
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monotone mean-variance
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cone constraints
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random coefficients
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robust control
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