A DC programming approach for a class of bilevel programming problems and its application in portfolio selection
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Publication:449555
DOI10.3934/naco.2012.2.167zbMath1254.90175OpenAlexW2323229976MaRDI QIDQ449555
Hoai An Le Thi, Tao Pham Dinh, Tran Duc Quynh
Publication date: 30 August 2012
Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/naco.2012.2.167
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Portfolio theory (91G10)
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