Optimal control of investment portfolio

Avtomatika i Telemekhanika

Volumn , Issue 9, 2001, Pages 101-113

  Kibzun, A I ^a   Kuznetsov, E A ^a  

^a MOSCOW AVIATION INSTITUTE NATIONAL RESEARCH UNIVERSITY   (Russian Federation)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMICS; LINEAR CONTROL SYSTEMS; OPTIMAL CONTROL SYSTEMS; PROBABILITY; STATISTICAL METHODS;

INVESTMENT PORTFOLIO; STOCK EXCHANGE PARADOX;

UNCERTAIN SYSTEMS;

EID: 0035550519     PISSN: 00052310     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (14)