We present a way of solving the problem of minimizing the root of quadratic functional subject to an affine constraint. We give an explicit formula for computing the solutions of such a problem. This is of interest for solving significant problems of financial economics as well as some classes of fe
Maximization, under equality constraints, of a functional of a probability distribution
β Scribed by F. De Vylder
- Publisher
- Elsevier Science
- Year
- 1983
- Tongue
- English
- Weight
- 1014 KB
- Volume
- 2
- Category
- Article
- ISSN
- 0167-6687
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