A Linear Quadratic Control for Discrete Systems with Random Parameters and Multiplicative Noise and Its Application to Investment Portfolio Optimization

✍ Scribed by V.V. Dombrovskii; E.A. Lyashenko

• Book ID: 111555654
• Publisher: SP MAIK Nauka/Interperiodica
• Year: 2003
• Tongue: English
• Weight: 191 KB
• Volume: 64
• Category: Article
• ISSN: 0005-1179
• DOI: 10.1023/a:1026057305653