"Unified Framework of Mean-Field Formulations for Optimal Multi-Period ..."

Xiangyu Cui, Xun Li, Duan Li (2014)

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DOI: 10.1109/TAC.2014.2311875

access: closed

type: Journal Article

metadata version: 2020-05-20

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Xiangyu Cui, Xun Li, Duan Li:
Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection. IEEE Trans. Autom. Control. 59(7): 1833-1844 (2014)

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