Constrained stochastic MPC under multiplicative noise for financial applications - researchr publication authors

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Minyong Shin, Joo Hyung Lee, James A. Primbs. Constrained stochastic MPC under multiplicative noise for financial applications. In Proceedings of the 49th IEEE Conference on Decision and Control, CDC 2010, December 15-17, 2010, Atlanta, Georgia, USA. pages 6101-6106, IEEE, 2010. [doi]

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