Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization

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

• Publisher: SP MAIK Nauka/Interperiodica
• Year: 2005
• Tongue: English
• Weight: 250 KB
• Volume: 66
• Category: Article
• ISSN: 0005-1179
• DOI: 10.1007/s10513-005-0102-5