Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765): Difference between revisions
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Revision as of 00:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization |
scientific article |
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Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (English)
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14 May 2012
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stochastic programming
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portfolio optimization
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penalty methods
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second order dominance
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stochastic approximation
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