Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494)
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scientific article; zbMATH DE number 6828756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions |
scientific article; zbMATH DE number 6828756 |
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Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (English)
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23 January 2018
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model predictive control
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nonlinear stochastic systems
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Markovian jumps
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constraints
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investment portfolio
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