Dynamic investment portfolio control model in the financial market with regime switching under asset allocation constraints

被引：0

作者：

Dombrovskii, V. V. ^{[1
,2
,3
]}

Obyedko, T. Yu ^{[4
]}

机构：

[1] Tomsk State Univ, Econ Fac, Tomsk, Russia

[2] Tomsk State Univ, Econ Fac, Tech Sci, Tomsk, Russia

[3] Tomsk State Univ, Econ Fac, Dept Math Methods & Informat Technol Econ, Tomsk, Russia

[4] Tomsk State Univ, Fac Appl Math & Cybernet, Tomsk, Russia

来源：

VESTNIK TOMSKOGO GOSUDARSTVENNOGO UNIVERSITETA-UPRAVLENIE VYCHISLITELNAJA TEHNIKA I INFORMATIKA-TOMSK STATE UNIVERSITY JOURNAL OF CONTROL AND COMPUTER SCIENCE | 2010年 / 13卷 / 04期

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：5 / 14

页数：10

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