Linear programming selection of internal financial laws and a knapsack problem

被引：0
|
作者：
A. Basso
B. Viscolani
机构：
[1] Dipartimento di Matematica Applicata “B. de Finetti”,
[2] Università di Trieste,undefined
[3] Piazzale Europa 1,undefined
[4] 34127 Trieste,undefined
[5] Italy. E-mail: antonellab@econ.univ.trieste.it,undefined
[6] Dipartimento di Matematica Pura ed Applicata,undefined
[7] Università di Padova,undefined
[8] Via Belzoni 7,undefined
[9] 35131 Padova,undefined
[10] Italy. E-mail: viscolani@math.unipd.it,undefined
来源：
CALCOLO | 2000年 / 37卷
关键词：
Objective Function; Programming Problem; Closed Form; Original Problem; Linear Programming Problem;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We formulate and solve explicitly a linear programming problem that arises from the problem of choosing an internal financial law of a given financial project such that the associated discount vector maximizes a linear objective function. If the original problem has optimal solutions, then it is equivalent to a knapsack problem. We obtain its basic optimal solutions in closed form. After considering the special case of nonnegative preference directions, we also obtain a new characterization of the existence of internal financial laws.
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页码：47 / 57
页数：10
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