Add to ORKGIn this paper, a graphical algorithm (GrA) for an investment opti-mization problem is presented. This algorithm is based on the same Bellman equations as the best known dynamic programming algorithm (DPA) for the problem but the GrA has several advantages in com-parison with the DPA. Based on this GrA, a fully polynomial-time ap-proximation scheme is proposed having the best known running time.
A common problem for the modern economy is the investments distribution among various activities or ...
Purpose. The study aims at substantiating the method to determine the optimal volume of investments ...
In this paper, dynamic programming is used to determine the optimal management of financial resource...
In this paper, a graphical algorithm (GrA) is presented for an investment optimization problem. This...
the date of receipt and acceptance should be inserted later Abstract In this paper, a graphical algo...
International audienceAfter a series of publications of T.E. O'Neil et al. (e.g. in 2010), dynamic p...
International audienceWe consider a project investment problem, where a set of projects and an overa...
After a series of publications of T.E. O’Neil et al. (e.g. in 2010), dynamic programming seems to be...
http://www.math.uni-magdeburg.de/~werner/pr-mi-13.pdfInternational audienceIn this paper, a graphica...
In a global economic competition, the countries that provide favorable conditions for efficient inve...
This article develops a simple approach to solving continuous-time portfolio choice problems. Portfo...
Summary: Investment management on the capital market is a complex and multifarious process and the a...
This paper is devoted to the problem of optimal investment portfolio design on the base of mathemati...
The investment portfolio optimization issues have been widely discussed by scholars for more than 60...
At present,the ability to promote national economy by adjusting to political, economic,and technolog...
A common problem for the modern economy is the investments distribution among various activities or ...
Purpose. The study aims at substantiating the method to determine the optimal volume of investments ...
In this paper, dynamic programming is used to determine the optimal management of financial resource...
In this paper, a graphical algorithm (GrA) is presented for an investment optimization problem. This...
the date of receipt and acceptance should be inserted later Abstract In this paper, a graphical algo...
International audienceAfter a series of publications of T.E. O'Neil et al. (e.g. in 2010), dynamic p...
International audienceWe consider a project investment problem, where a set of projects and an overa...
After a series of publications of T.E. O’Neil et al. (e.g. in 2010), dynamic programming seems to be...
http://www.math.uni-magdeburg.de/~werner/pr-mi-13.pdfInternational audienceIn this paper, a graphica...
In a global economic competition, the countries that provide favorable conditions for efficient inve...
This article develops a simple approach to solving continuous-time portfolio choice problems. Portfo...
Summary: Investment management on the capital market is a complex and multifarious process and the a...
This paper is devoted to the problem of optimal investment portfolio design on the base of mathemati...
The investment portfolio optimization issues have been widely discussed by scholars for more than 60...
At present,the ability to promote national economy by adjusting to political, economic,and technolog...
A common problem for the modern economy is the investments distribution among various activities or ...
Purpose. The study aims at substantiating the method to determine the optimal volume of investments ...
In this paper, dynamic programming is used to determine the optimal management of financial resource...