On the solution of some (parametric) linear complementarity problems with applications to portfolio selection, structural engineering and actuarial graduation
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Publication:4184647
DOI10.1007/BF01582119zbMath0399.90092OpenAlexW1996702470MaRDI QIDQ4184647
Wayne P. Hallman, Jong-Shi Pang, Ikuyo Kaneko
Publication date: 1979
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01582119
Applications of mathematical programming (90C90) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Operations research and management science (90B99)
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