Portfolio optimization and model predictive control: A kinetic approach

Trimborn, Torsten (Corresponding author); Pareschi, Lorenzo; Frank, Martin

Springfield, Mo : American Institute of Mathematical Sciences (2019)
Fachzeitschriftenartikel

In: Discrete and continuous dynamical systems / Series B
Band: 24
Heft: 11
Seite(n)/Artikel-Nr.: 6209-6238