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
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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
收藏
页码：5 / 14
页数：10
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