Enviar artigo por via de e-mail Nonlinear optimization problem of interdependent investment projects portfolio
- Autores: Rudenko Z.G.1
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Afiliações:
- Trapeznikov Institute of Control Sciences
- Edição: Volume 77, Nº 10 (2016)
- Páginas: 1849-1854
- Seção: 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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Resumo
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.
Sobre autores
Z. Rudenko
Trapeznikov Institute of Control Sciences
Autor responsável pela correspondência
Email: zoya.rudenko@gmail.com
Rússia, Moscow
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