A class of continuous-time portfolio selection with liability under jump-diffusion processes

By Yan Wei  

International Journal of Control, Vol. 82, Iss. 12, 2009-12 ,pp. : 2277-2283

Taylor & Francis Ltd

Access to resources Recommend Favorite

Mean-variance-skewness model for portfolio selection with transaction costs

By Liu S.   Wang S. Y.   Qiu W.  

International Journal of Systems Science, Vol. 34, Iss. 4, 2003-03 ,pp. : 255-262

Taylor & Francis Ltd

Access to resources Recommend Favorite

Parameter estimation of continuous-time bilinear systems based on numerical integration and separable non-linear least-squares

By  

International Journal of Control, Vol. 80, Iss. 3, 2007-03 ,pp. : 329-339

Taylor & Francis Ltd

Access to resources Recommend Favorite

An approximated scalar sign function approach to optimal anti-windup digital controller design for continuous-time nonlinear systems with input constraints

By Wu Jian   Shieh Leang-San   Tsai Jason   Zhang Yongpeng  

International Journal of Systems Science, Vol. 41, Iss. 6, 2010-06 ,pp. : 657-671

Taylor & Francis Ltd

Access to resources Recommend Favorite

Variance-constrained multiobjective filtering for uncertain continuous-time stochastic systems

By Wang Zidong   Shu Huisheng  

International Journal of Systems Science, Vol. 31, Iss. 9, 2000-09 ,pp. : 1175-1183

Taylor & Francis Ltd

Access to resources Recommend Favorite