Works matching IS 14322994 AND DT 2017 AND VI 86 AND IP 3
Results: 10
Portfolio optimization for a large investor under partial information and price impact.
- Published in:
- Mathematical Methods of Operations Research, 2017, v. 86, n. 3, p. 601, doi. 10.1007/s00186-017-0589-x
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- Article
Exploiting damped techniques for nonlinear conjugate gradient methods.
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- Mathematical Methods of Operations Research, 2017, v. 86, n. 3, p. 501, doi. 10.1007/s00186-017-0593-1
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- Article
On the Aubin property of a class of parameterized variational systems.
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- Mathematical Methods of Operations Research, 2017, v. 86, n. 3, p. 443, doi. 10.1007/s00186-017-0596-y
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- Article
Computing equilibria of Cournot oligopoly models with mixed-integer quantities.
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- Mathematical Methods of Operations Research, 2017, v. 86, n. 3, p. 549, doi. 10.1007/s00186-017-0599-8
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- Article
Second-order asymptotic analysis for noncoercive convex optimization.
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- Mathematical Methods of Operations Research, 2017, v. 86, n. 3, p. 469, doi. 10.1007/s00186-017-0605-1
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- Article
On a conjugate directions method for solving strictly convex QP problem.
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- Mathematical Methods of Operations Research, 2017, v. 86, n. 3, p. 523, doi. 10.1007/s00186-017-0607-z
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- Article
p-regular nonlinearity: tangency at singularity in degenerate optimization problems.
- Published in:
- Mathematical Methods of Operations Research, 2017, v. 86, n. 3, p. 485, doi. 10.1007/s00186-017-0611-3
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- Article
Efficient optimization of the reward-risk ratio with polyhedral risk measures.
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- Mathematical Methods of Operations Research, 2017, v. 86, n. 3, p. 625, doi. 10.1007/s00186-017-0613-1
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- Article
Preface to the special issue on advances in continuous optimization on the occasion of EUROPT 2016.
- Published in:
- 2017
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- Publication type:
- Editorial
Optimal switching between cash-flow streams.
- Published in:
- Mathematical Methods of Operations Research, 2017, v. 86, n. 3, p. 567, doi. 10.1007/s00186-017-0586-0
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- Publication type:
- Article