Inverse conic programming with applications (Q1779714)
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scientific article; zbMATH DE number 2173515
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Inverse conic programming with applications |
scientific article; zbMATH DE number 2173515 |
Statements
Inverse conic programming with applications (English)
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1 June 2005
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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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0.8184078931808472
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0.788164496421814
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0.7867133021354675
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0.7842991352081299
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0.7810817956924438
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