Dynamic network model of control investment portfolio in continuous time

5th Korea-Russia International Symposium on Science and Technology - Proceedings: KORUS 2001

Volumn 2, Issue , 2001, Pages 304-308

  Dombrovsky, V V ^a   Gerasimov, E S ^a  

^a TOMSK STATE UNIVERSITY   (Russian Federation)

Author keywords

Dynamic stochastic net; Feedback control; Investment portfolio; Tracing task

Indexed keywords

CONTINUOUS TIME SYSTEMS; DIFFERENTIAL EQUATIONS; FEEDBACK CONTROL; FINANCE; OPTIMAL CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

DYNAMIC NETWORK MODELING; FINANCIAL ASSETS; INVESTMENT PORTFOLIO; MANAGEMENT PROBLEMS; MULTIPLICATIVE NOISE; OPTIMAL CONTROL STRATEGY; STOCHASTIC DIFFERENTIAL EQUATIONS; TRACING TASK;

INVESTMENTS;

EID: 84961825329     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/KORUS.2001.975265     Document Type: Conference Paper

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