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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 61, 2012 - Issue 8: Special Issue: Discrete-Continuous Control and Optimization Problems - Theory, Methods and Applications. Guest Editors: Armin Fügenschuh and Gerhard-Wilhelm Weber
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Original Articles

Solving continuous min max problem for single period portfolio selection with discrete constraints by DCA

Hoai An Le Thi Laboratory of Theorical and Applied Computer Science LITA, UFR MIM, University Paul Verlaine of Metz, FranceCorrespondence[email protected]
&
Duc Quynh Tran Laboratory of Theorical and Applied Computer Science LITA, UFR MIM, University Paul Verlaine of Metz, France
Pages 1025-1038 | Received 30 Nov 2010, Accepted 24 May 2011, Published online: 08 Jul 2011

References

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