On Nested Affine Variational Inequalities: The Case of Multi-Portfolio Selection (Q6165042)
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scientific article; zbMATH DE number 7720296
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| English | On Nested Affine Variational Inequalities: The Case of Multi-Portfolio Selection |
scientific article; zbMATH DE number 7720296 |
Statements
On Nested Affine Variational Inequalities: The Case of Multi-Portfolio Selection (English)
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31 July 2023
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multi-portfolio selection
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nested variational inequality
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purely hierarchical problem
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Tikhonov method
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complexity analysis
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0.829473614692688
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0.8045564293861389
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0.7402200102806091
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0.7302917242050171
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0.728110134601593
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