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zbMath1180.91263MaRDI QIDQ3646698

Igor Melicherčík, M. Lucká, Ladislav Halada

Publication date: 27 November 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

large-scale optimization parallel computing interior point method portfolio management

Mathematics Subject Classification ID

Stochastic programming (90C15) Parallel algorithms in computer science (68W10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Portfolio theory (91G10)

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