Robust Control of Linear Systems with Random Parameters and Multiplicative Disturbances with Application to the Investment Portfolio Management

Vladimir V. Dombrovsky; Elena A. Lashenko

doi:10.11499/sicep.2003.0_52_3

SICE Annual Conference 2003

DOI https://doi.org/10.11499/sicep.2003.0_52_3

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Host: The Society of Instrument and Control Engineers

Co-host: The IEEE Industrial Electronics Society, The IEEE Robotics and Automation Society, The IEEE Control Systems Society, The IEEE Systems, Man nad Cybernetics Society, The Instrumentation, Systems, and Automation Society

Robust Control of Linear Systems with Random Parameters and Multiplicative Disturbances with Application to the Investment Portfolio Management

Vladimir V. Dombrovsky, Elena A. Lashenko

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Pages 52

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