Multivariable Generalized Predictive Control and Its Application in Investment Decision
多变量广义预测控制及其在投资决策中的应用

The multivariable predictive Control proposed by kinnaert is based on multistep optimazation. It overcome the weaknesses of the minimum variance control which is based on one-step optimization, but its algorithm is complex and computational effort is great1] . We modifiea kinnaerts algorithm , . In this Paper, We modified furacteristies of the economic systems, so it furnishea effictive decision schemes for multivariabit economic systems.