검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach Gao JJ, Li D, Cui XY, Wang SY Automatica, 54, 91, 2015 |
| 2 |
Linear-quadratic switching control with switching Cost Gao JJ, Li D Automatica, 48(6), 1138, 2012 |
| 3 |
Cardinality Constrained Linear-Quadratic Optimal Control Gao JJ, Li D IEEE Transactions on Automatic Control, 56(8), 1936, 2011 |