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]
Discrete and continuous dynamical systems / Series B
Volume: 24
Issue: 11
Page(s): 6209-6238
Identifier
- DOI: 10.3934/dcdsb.2019136
- REPORT NUMBER: RWTH-2019-09039