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)
Journal Article

In: Discrete and continuous dynamical systems / Series B
Volume: 24
Issue: 11
Page(s)/Article-Nr.: 6209-6238

Institutions

• Department of Mathematics [110000]
• Lehr- und Forschungsgebiet Mathematik [114620]