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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
Date:2011
Main Authors: Zaychenko, Yu., Ovi, Nafas Agai Ag Gamish
Format: Article
Language:Russian
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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Journal Title:System research and information technologies

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System research and information technologies

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