Solving continuous min max problem for single period portfolio selection with discrete constraints by DCA (Q3165910)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving continuous min max problem for single period portfolio selection with discrete constraints by DCA |
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Solving continuous min max problem for single period portfolio selection with discrete constraints by DCA (English)
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19 October 2012
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DC programming
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DCA
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exact penalty
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continuous min--max model
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worst-case analysis
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