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"Portfolio Optimization Applications of Stochastic Receding Horizon Control."

James A. Primbs (2007)

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DOI: 10.1109/ACC.2007.4282251

access: closed

type: Conference or Workshop Paper

metadata version: 2021-07-30

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James A. Primbs:
Portfolio Optimization Applications of Stochastic Receding Horizon Control. ACC 2007: 1811-1816

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