Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization

by Dombrovskii, Vladimir V. 1951-2021
Published in Automatica

CONTROLO'2014 - Proceedings of the 11th Portuguese Conference on Automatic Control

Published in Springer eBooks (2015)

Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions

by Dombrovskii, Vladimir V. 1951-2021
Published in Automatica