A new gradient-based neural dynamic framework for solving constrained min-max optimization problems with an application in portfolio selection models-Reference-Cited by-同舟云学术

A new gradient-based neural dynamic framework for solving constrained min-max optimization problems with an application in portfolio selection models

Published:2018-08-30 Issue:2 Volume:49 Page:396-419
ISSN:0924-669X
Container-title:Applied Intelligence
language:en
Short-container-title:Appl Intell

Author:

Nazemi Alireza,Mortezaee Marziyeh

Publisher

Springer Science and Business Media LLC

Subject

Artificial Intelligence

Link

http://link.springer.com/article/10.1007/s10489-018-1268-1/fulltext.html

Reference66 articles.

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3. Cherkaev E, Cherkaev A (2008) Minimax optimization problem of structural design. Comput Struct 86:1426–1435

4. Teo KL, Yang XQ (2001) Portfolio selection problem with minimax type risk function. J Ann Oper Res 101:333–349

5. Di Pillo G, Grippo L, Lucidi S (1997) Smooth transformation of the generalized minimax problem. J Optim Theory Appl 95:1– 24

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