0637013 20260224162748.420250701235959.9 portfolio optimization structure estimation multivariate linear regression linear quadratic regulator decision making dynamic programming cav_un_auth*0489870 Procházka Tomáš UTIA-B Adaptivní systémy Department of Adaptive Systems AS AS CZ 100 Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2025/AS/prochazka-0637013.pdf CA21169 EU-COST XE cav_un_auth*0452289 This research project presents a combination of techniques to develop a sound mathematical approach to the portfolio optimization problem. Abstract ID : 3 - Tools for Adaptive Portfolio Optimization Stochastic and Physical Monitoring Systems 2025 (SPMS 2025) /16./ (19.06.2025 - 22.06.2025) 20250619 20250622 Děčín CZ https://indico.fjfi.cvut.cz/event/366// cav_un_auth*0489871 BB 20000 20200 20205 2026 PT RVO:67985556 https://hdl.handle.net/11104/0370101 S 2025 SCOPUS PUBMED WOS