In this paper we consider a strictly convex quadratic programming problem whose particular structure allows us to establish some theoretical results and to find an explicit formula for its optimal solution. This problem has been already studied as an investment problem.
Soluzione ottima esplicita di un particolare problema di programmazione quadratica
CAMBINI, RICCARDO
1992-01-01
Abstract
In this paper we consider a strictly convex quadratic programming problem whose particular structure allows us to establish some theoretical results and to find an explicit formula for its optimal solution. This problem has been already studied as an investment problem.File in questo prodotto:
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