Robust Portfolio Control with Stochastic Factor Dynamics.

Paul Glasserman Xingbo Xu

Published in: Oper. Res. (2013)

Keyphrases

control system
highly nonlinear
image sequences
air fuel ratio
discrete event
parameter tuning
control strategies
genetic algorithm
dynamical systems
data acquisition
closed loop
control strategy
control problems
control theory
monte carlo
hidden markov models
robust stability