A New Portfolio Optimization Model Under Tracking-Error Constraint with Linear Uncertainty Distributions.

Tingting Yang Xiaoxia Huang

Published in: J. Optim. Theory Appl. (2022)

Keyphrases

optimization model
tracking error
optimization process
control scheme
nonlinear systems
lyapunov stability
decision making
control law
closed loop
robot manipulators
image sequences
dynamic model
neural network
lyapunov function