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pro vyhledávání: '"Tatjana Jurkina"'
Autor:
Alexander M. Andronov, Tatjana Jurkina
Publikováno v:
Springer Proceedings in Mathematics & Statistics ISBN: 9783319760346
Classical Markowitz model considers n assets with \(R_1, R_2,\ldots ,R_n\) random profitability and \(r_1, r_2,\ldots ,r_n\) relevant average, \(\sigma _1^2, \sigma _2^2,\ldots , \sigma _n^2\) variances, and \(\sigma _{\mu , v}\), \(\mu , v=1,\ldots
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ec96b0547952749b72e96d551231df93
https://doi.org/10.1007/978-3-319-76035-3_14
https://doi.org/10.1007/978-3-319-76035-3_14
Autor:
Tatjana Jurkina, Alexander M. Andronov
Publikováno v:
Automatic Control and Computer Sciences
A supply chain is considered that operates in a random environment.The last is described by continuous-time finite irreducible Markov chain. Each state of the environment (the Markov chain) has its own probability of fatal failure as a result of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7d1fc24729896cceafbeab64505c7b59
