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Dynamic Weight Optimization for Double Linear Policy: A Stochastic Model Predictive Control Approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hong, Tan Chin, Hsieh, Chung-Han
Format:	Preprint
Published:	2026
Subjects:	Systems and Control Optimization and Control Computational Finance 93E20, 93E03, 93B45, 91-08
Online Access:	Acceder al recurso
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