검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
ADAPTIVE ROBUST CONTROL UNDER MODEL UNCERTAINTY Bielecki TR, Chen T, Cialenco I, Cousin A, Jeanblanc M SIAM Journal on Control and Optimization, 57(2), 925, 2019 |
| 2 |
ASYMPTOTIC OPTIMAL STRATEGY FOR PORTFOLIO OPTIMIZATION IN A SLOWLY VARYING STOCHASTIC ENVIRONMENT Fouque JP, Hu RM SIAM Journal on Control and Optimization, 55(3), 1990, 2017 |
| 3 |
Multi-period portfolio optimization with linear control policies Calafiore GC Automatica, 44(10), 2463, 2008 |