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A robustification approach in unconstrained quadratic optimization

โœ Scribed by Martin K. Bernauer; Roland Griesse


Book ID
106275917
Publisher
Springer-Verlag
Year
2009
Tongue
English
Weight
377 KB
Volume
128
Category
Article
ISSN
0025-5610

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๐Ÿ“œ SIMILAR VOLUMES


Fuzzy portfolio optimization a quadratic
โœ E. Ammar; H.A. Khalifa ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 126 KB

The topic of this paper is as, the title shows, to introduce the formulation of fuzzy portfolio optimization problem as a convex quadratic programming approach and then give an acceptable solution to such problem. A numerical example included in the support of this paper for illustration.