Nonlinear optimization problem of interdependent investment projects portfolio
- Авторлар: Rudenko Z.G.1
-
Мекемелер:
- Trapeznikov Institute of Control Sciences
- Шығарылым: Том 77, № 10 (2016)
- Беттер: 1849-1854
- Бөлім: Control Sciences
- URL: https://ogarev-online.ru/0005-1179/article/view/150462
- DOI: https://doi.org/10.1134/S0005117916100118
- ID: 150462
Дәйексөз келтіру
Аннотация
The optimal portfolio problem of effect-interdependent investment projects is considered. An algorithm yielding the optimal solution based on the method of network programming is suggested. The performance of this algorithm is illustrated using an example.
Авторлар туралы
Z. Rudenko
Trapeznikov Institute of Control Sciences
Хат алмасуға жауапты Автор.
Email: zoya.rudenko@gmail.com
Ресей, Moscow
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