On the solution of some (parametric) linear complementarity problems with applications to portfolio selection, structural engineering and actuarial graduation

DOI10.1007/BF01582119zbMath0399.90092OpenAlexW1996702470MaRDI QIDQ4184647

Wayne P. Hallman, Jong-Shi Pang, Ikuyo Kaneko

Publication date: 1979

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01582119

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Operations research and management science (90B99)

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