"Model predictive control of constrained Markovian jump nonlinear ..."

Vladimir V. Dombrovskii, Tatyana Obyedko, Maria Samorodova (2018)

> Home

Details and statistics

DOI: 10.1016/J.AUTOMATICA.2017.09.018

access: closed

type: Journal Article

metadata version: 2022-10-02

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/automatica/DombrovskiiOS18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/automatica/DombrovskiiOS18
Vladimir V. Dombrovskii, Tatyana Obyedko, Maria Samorodova:
Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions. Autom. 87: 61-68 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.