Email this article Nonlinear optimization problem of interdependent investment projects portfolio
- Authors: Rudenko Z.G.1
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Affiliations:
- Trapeznikov Institute of Control Sciences
- Issue: Vol 77, No 10 (2016)
- Pages: 1849-1854
- Section: Control Sciences
- URL: https://journals.rcsi.science/0005-1179/article/view/150462
- DOI: https://doi.org/10.1134/S0005117916100118
- ID: 150462
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Abstract
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.
About the authors
Z. G. Rudenko
Trapeznikov Institute of Control Sciences
Author for correspondence.
Email: zoya.rudenko@gmail.com
Russian Federation, Moscow
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