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"MultiObjective Dynamic Optimization of Investment Portfolio Based on Model ..."

Maísa Kely de Melo, Rodrigo T. N. Cardoso, Tales Argolo Jesus (2022)

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DOI: 10.1137/20M1346420

access: closed

type: Journal Article

metadata version: 2022-11-14

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  - journals/siamco/MeloCJ22
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Maísa Kely de Melo, Rodrigo T. N. Cardoso, Tales Argolo Jesus:
MultiObjective Dynamic Optimization of Investment Portfolio Based on Model Predictive Control. SIAM J. Control. Optim. 60(1): 104-123 (2022)

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