From Semi-Infinite Constraints to Structured Robust Policies: Optimal Gain Selection for Financial Systems

Fuente: arXiv

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Bibliographic Details
Main Author:	Hsieh, Chung-Han
Format:	Preprint
Published:	2022
Subjects:	Systems and Control Optimization and Control Computational Finance Mathematical Finance 90C17, 93B35, 93E20, 90C34, 90C15, 91-10,
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2202.02300