Nonlinear optimization problem of interdependent investment projects portfolio

被引：0
|
作者：
Z. G. Rudenko
机构：
[1] Russian Academy of Sciences,Trapeznikov Institute of Control Sciences
来源：
Automation and Remote Control | 2016年 / 77卷
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D O I：
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学科分类号：
摘要：
The optimal portfolio problem of effect-interdependent investment projects is considered. An algorithm yielding the optimal solution based on the method of network programming is suggested. The performance of this algorithm is illustrated using an example.
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页码：1849 / 1854
页数：5
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