Minimax quadratic optimization and its application to investment planning
From MaRDI portal
Publication:1778376
DOI10.1023/A:1013768310715zbMath1066.90552OpenAlexW1849719590MaRDI QIDQ1778376
K. V. Semenikhin, E. N. Platonov, Alexei R. Pankov
Publication date: 17 June 2005
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1013768310715
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
A statistical minimax approach to optimizing linear models under a priori uncertainty conditions ⋮ A hybrid algorithm for linearly constrained minimax problems ⋮ Exact dual bounds for some nonconvex minimax quadratic optimization problems
This page was built for publication: Minimax quadratic optimization and its application to investment planning