A Stochastic Control Approach to Futures Trading with Regime Switching

被引：0
|
作者：
University of Washington, Department of Applied Mathematics, Seattle [1 ]
WA
98195, United States
机构：
来源：
Proc Am Control Conf | 2020年 / 2808-2813期
关键词：
731.1 Control Systems - 961 Systems Science;
D O I：
2020 American Control Conference, ACC 2020
中图分类号：
学科分类号：
摘要：
Stochastic systems
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