Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization

Author： Dombrovskii V. Ob”edko T.

Publisher： MAIK Nauka/Interperiodica

ISSN： 0005-1179

Source： Automation and Remote Control, Vol.72, Iss.5, 2011-05, pp. : 989-1003

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