APA (7th ed.) Citation

Dombrovskii, V., Obyedko, T., & Samorodova, M. (2018). Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions. Automatica (Oxford), 87, 61-68. https://doi.org/10.1016/j.automatica.2017.09.018

Chicago Style (17th ed.) Citation

Dombrovskii, Vladimir, Tatiana Obyedko, and Maria Samorodova. "Model Predictive Control of Constrained Markovian Jump Nonlinear Stochastic Systems and Portfolio Optimization Under Market Frictions." Automatica (Oxford) 87 (2018): 61-68. https://doi.org/10.1016/j.automatica.2017.09.018.

MLA (9th ed.) Citation

Dombrovskii, Vladimir, et al. "Model Predictive Control of Constrained Markovian Jump Nonlinear Stochastic Systems and Portfolio Optimization Under Market Frictions." Automatica (Oxford), vol. 87, 2018, pp. 61-68, https://doi.org/10.1016/j.automatica.2017.09.018.