Portfolio Optimization Applications of Stochastic Receding Horizon Control.
James A. PrimbsPublished in: ACC (2007)
Keyphrases
- receding horizon
- portfolio optimization
- air traffic control
- optimal linear
- formation control
- portfolio selection
- control system
- problems involving
- unmanned aerial vehicles
- stock market
- risk management
- optimal control
- optimization methods
- stock exchange
- mobile robot
- robust optimization
- control strategy
- signal processing
- factor analysis
- bi objective
- artificial intelligence