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Avtomatika i Telemekhanika, 2003, Issue 10, Pages 50–65
(Mi at1956)
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This article is cited in 31 scientific papers (total in 31 papers)
Stochastic Systems
A Linear Quadratic Control for Discrete Systems with Random Parameters and Multiplicative Noise and Its Application to Investment Portfolio Optimization
V. V. Dombrovskii, E. A. Lyashenko Tomsk State University
Citation:
V. V. Dombrovskii, E. A. Lyashenko, “A Linear Quadratic Control for Discrete Systems with Random Parameters and Multiplicative Noise and Its Application to Investment Portfolio Optimization”, Avtomat. i Telemekh., 2003, no. 10, 50–65; Autom. Remote Control, 64:10 (2003), 1558–1570
Linking options:
https://www.mathnet.ru/eng/at1956 https://www.mathnet.ru/eng/at/y2003/i10/p50
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Abstract page: | 265 | Full-text PDF : | 112 | References: | 30 | First page: | 2 |
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