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Q3892078 - MaRDI portal

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    author
    J. G. Kallberg
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    William T. Ziemba
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    publication date
    1980
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    Mathematics Subject Classification ID
    90C15
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    65K05
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    91G10
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    zbMATH DE Number
    3698730
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    zbMATH Keywords
    Frank-Wolfe algorithm
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    approximate function evaluations
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    approximate gradient evaluations
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    inexact linear searches
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    proofs of convergence
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    implementation
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    portfolio selection problem
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    two-stage stochastic programming
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    portfolio revision problems
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