A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization
type: Item
instance of: scholarly article
title: A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization
zbMATH Open document ID: 1061.93097
DOI: 10.1023/A:1026057305653
author: V. V. Dombrovskii
author: E. A. Lyashenko
published in: Automation and Remote Control
publication date: 2005-05-31T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C55
zbMATH DE Number: 2172440
MaRDI profile type: Publication
full work available at URL: a:1026057305653
OpenAlex ID: W1567860938
description: scientific article; zbMATH DE number 2172440