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Avtomatika i Telemekhanika, 2003, Issue 10, Pages 50–65 (Mi at1956)  
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
Full-text PDF (275 kB) Citations (31)
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Presented by the member of Editorial Board: A. I. Propoi

Received: 23.04.2002
English version:
Automation and Remote Control, 2003, Volume 64, Issue 10, Pages 1558–1570
DOI: https://doi.org/10.1023/A:1026057305653
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\paper A Linear Quadratic Control for Discrete Systems with Random Parameters and Multiplicative Noise and Its Application to Investment Portfolio Optimization
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    • This publication is cited in the following 31 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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