Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization.
| Autor: | Dombrovsky, V.1, Dombrovsky, D.1, Lyashenko, E.1 |
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| Zdroj: | Automation & Remote Control. Dec2006, Vol. 67 Issue 12, p1927-1939. 13p. 4 Graphs. |
| Databáze: | Academic Search Ultimate |
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