Pages that link to "Item:Q1778376"
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The following pages link to Minimax quadratic optimization and its application to investment planning (Q1778376):
Displaying 8 items.
- Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327) (← links)
- A statistical minimax approach to optimizing linear models under a priori uncertainty conditions (Q357146) (← links)
- A hybrid algorithm for linearly constrained minimax problems (Q363595) (← links)
- Guaranteeing solutions of the quadratic programming problem with inexactly assigned parameters and their applications in the investment process (Q880621) (← links)
- Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management (Q939577) (← links)
- Minimax rule for energy optimization (Q1648280) (← links)
- Exact dual bounds for some nonconvex minimax quadratic optimization problems (Q2043977) (← links)
- Minimax optimization of investment portfolio by quantile criterion (Q2487624) (← links)