A one-layer recurrent neural network for constrained pseudoconvex optimization and its application for dynamic portfolio optimization

DOI10.1016/j.neunet.2011.09.001zbMath1273.90216OpenAlexW2144305242WikidataQ51513122 ScholiaQ51513122MaRDI QIDQ448288

Qingshan Liu, Zhishan Guo, Jun Wang

Publication date: 30 August 2012

Published in: Neural Networks (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.neunet.2011.09.001

zbMATH Keywords

convergenceLyapunov functiondifferential inclusionrecurrent neural networkspseudoconvex optimization

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Portfolio theory (91G10)

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