Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (Q664261)

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scientific article; zbMATH DE number 6010209
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Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization
scientific article; zbMATH DE number 6010209

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    Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (English)
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    1 March 2012
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