A New Method for Mean-Variance Optimization of Stochastic Dynamic Systems

Li Xia, Zhen Yang. A New Method for Mean-Variance Optimization of Stochastic Dynamic Systems. In 2019 IEEE Conference on Control Technology and Applications, CCTA 2019, Hong Kong, SAR, China, August 19-21, 2019. pages 856-859, IEEE, 2019. [doi]

Abstract

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