Inverse conic programming with applications (Q1779714)

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Inverse conic programming with applications
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    Statements

    title
    Inverse conic programming with applications (English)
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    author
    Garud Iyengar
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    Wanmo Kang
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    publication date
    1 June 2005
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    zbMATH Keywords
    Inverse optimization
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    Conic programming
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    Portfolio optimization
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    Utility function identification
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    Identifiers

    Mathematics Subject Classification ID
    90C05
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    91B28
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    91B16
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    zbMATH DE Number
    2173515
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