Inverse conic programming with applications (Q1779714)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Inverse conic programming with applications
scientific article

    Statements

    Inverse conic programming with applications (English)
    0 references
    0 references
    0 references
    1 June 2005
    0 references
    0 references
    0 references
    0 references
    0 references
    Inverse optimization
    0 references
    Conic programming
    0 references
    Portfolio optimization
    0 references
    Utility function identification
    0 references
    0 references
    0 references
    0 references