2025-02-24T05:52:54-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-106413%22&qt=morelikethis&rows=5
2025-02-24T05:52:54-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-106413%22&qt=morelikethis&rows=5
2025-02-24T05:52:54-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-24T05:52:54-05:00 DEBUG: Deserialized SOLR response
Дослідження двоїстої задачі оптимізації інвестиційного портфеля в нечітких умовах

Дослідження двоїстої задачі оптимізації інвестиційного портфеля в нечітких умовах

The dual problem of the investment portfolio optimization in fuzzy conditions is considered and investigated. The sufficient conditions of the mathematical model convexity of this problem are obtained and discussed. The results of experimental investigations of the solutions of the derect and dual p...

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Bibliographic Details
Main Authors: Zaychenko, Yu., Ovi, Nafas Agai Ag Gamish
Format: Article
Language:rus
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2011
Online Access:http://journal.iasa.kpi.ua/article/view/106413
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2025-02-24T05:52:54-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&rows=40&rows=5&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-106413%22&qt=morelikethis
2025-02-24T05:52:54-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&rows=40&rows=5&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-106413%22&qt=morelikethis
2025-02-24T05:52:54-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-24T05:52:54-05:00 DEBUG: Deserialized SOLR response

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