Browsing by Subject "Estimation errors"
Now showing items 1-3 of 3
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Article
Adaptive mixing control with multiple estimators
(2012)A recently proposed adaptive control scheme with mixing involves the use of precalculated candidate controllers whose output is weighted on the basis of the parameter estimates generated by an online parameter estimator. ...
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Article
Stability analysis of portfolio management with conditional value-at-risk
(2007)We examine the stability of a portfolio management model based on the conditional value-at-risk (CVaR) measure
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Article
Stability analysis of portfolio management with conditional value-at-risk
(2007)We examine the stability of a portfolio management model based on the conditional value-at-risk (CVaR) measure