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]

@inproceedings{XiaY19-2,
  title = {A New Method for Mean-Variance Optimization of Stochastic Dynamic Systems},
  author = {Li Xia and Zhen Yang},
  year = {2019},
  doi = {10.1109/CCTA.2019.8920476},
  url = {https://doi.org/10.1109/CCTA.2019.8920476},
  researchr = {https://researchr.org/publication/XiaY19-2},
  cites = {0},
  citedby = {0},
  pages = {856-859},
  booktitle = {2019 IEEE Conference on Control Technology and Applications, CCTA 2019, Hong Kong, SAR, China, August 19-21, 2019},
  publisher = {IEEE},
  isbn = {978-1-7281-2767-5},
}