Nonlinear optimization problem of interdependent investment projects portfolio
- 作者: Rudenko Z.G.1
-
隶属关系:
- Trapeznikov Institute of Control Sciences
- 期: 卷 77, 编号 10 (2016)
- 页面: 1849-1854
- 栏目: Control Sciences
- URL: https://ogarev-online.ru/0005-1179/article/view/150462
- DOI: https://doi.org/10.1134/S0005117916100118
- ID: 150462
如何引用文章
详细
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.
作者简介
Z. Rudenko
Trapeznikov Institute of Control Sciences
编辑信件的主要联系方式.
Email: zoya.rudenko@gmail.com
俄罗斯联邦, Moscow
补充文件
