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20132023
most citedConsensus Seeking in Multi-Agent Systems with Multiplicative Measurement Noises

135 citations · 159 across the 15 of their papers we have counts for

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q-fin.PM2013

Continuous-time Mean-Variance Portfolio Selection with Stochastic Parameters

Wan-Kai Pang, Yuan-Hua Ni, Xun Li +1

This paper studies a continuous-time market {under stochastic environment} where an agent, having specified an investment horizon and a target terminal mean return, seeks to minimi…