مرکز منطقه ای اطلاع رساني علوم و فناوري - Inverse conic programming with applications

Title of article :

Inverse conic programming with applications

Author/Authors :

Garud Iyengar، نويسنده , , Wanmo Kang، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2005

Pages :

From page :

319

To page :

330

Keywords :

Conic programming , Portfolio optimization , Inverse optimization , Utility function identi0cation

Journal title :

Operations Research Letters

Serial Year :

2005

Journal title :

Operations Research Letters

Record number :

137602

Link To Document :