C
search
search
reviewers
reviewers
feeds
feeds
assignments
assignments
settings
logout
Uncertain optimal control problem with the first hitting time objective and application to a portfolio selection model.
Ting Jin
Yuanguo Zhu
Yadong Shu
Jing Cao
Hongyan Yan
Depeng Jiang
Published in:
J. Intell. Fuzzy Syst. (2023)
Keyphrases
</>
optimal control
portfolio selection
dynamic programming
mathematical model
real time
sufficient conditions
theoretical framework
multistage
infinite horizon