검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
A CLASSIFICATION APPROACH TO GENERAL S-SHAPED UTILITY OPTIMIZATION WITH PRINCIPALS' CONSTRAINTS Liang ZX, Liu Y SIAM Journal on Control and Optimization, 58(6), 3734, 2020 |
| 2 |
Direct data-driven portfolio optimization with guaranteed shortfall probability Calafiore GC Automatica, 49(2), 370, 2013 |
| 3 |
AN AFFINE CONTROL METHOD FOR OPTIMAL DYNAMIC ASSET ALLOCATION WITH TRANSACTION COSTS Calafiore GC SIAM Journal on Control and Optimization, 48(4), 2254, 2009 |