Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization

Author: Dombrovsky V.   Dombrovsky D.   Lyashenko E.  

Publisher: MAIK Nauka/Interperiodica

ISSN: 0005-1179

Source: Automation and Remote Control, Vol.67, Iss.12, 2006-12, pp. : 1927-1939

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