Formirovanie Optimal'nykh Investitsionnykh Portfeley: Formirovanie Optimal'nykh Investitsionnykh Portfeley S Uchetom Gruppovykh Zatrat - Efim Bronshteyn - Books - LAP LAMBERT Academic Publishing - 9783659330681 - February 4, 2013
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Efim Bronshteyn
Formirovanie Optimal'nykh Investitsionnykh Portfeley: Formirovanie Optimal'nykh Investitsionnykh Portfeley S Uchetom Gruppovykh Zatrat Russian edition

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Rassmotreny zadachi formirovaniya optimal'nogo (s tochki zreniya nakoplennoy stoimosti) portfelya investitsionnykh proektov, esli predusmotreny platezhi po nekotorym gruppam proektov i vozmozhnost' zaimstvovaniya sredstv. Postroena original'naya matematicheskaya model' chastichno tselochislennogo lineynogo programmirovaniya. Realizovany tochnye metody resheniya - metod otsecheniya Gomori i vetvey i granits, na osnove vychislitel'nogo eksperimenta provedeno ikh sravnenie. Takzhe razrabotany evolyutsionnyy algoritm i evristicheskaya modifikatsiya algoritma vetvey i granits, issledovana ikh effektivnost'. Chislenno issledovana chuvstvitel'nost' rezul'tata k variatsiyam parametrov zadachi.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released February 4, 2013
ISBN13 9783659330681
Publishers LAP LAMBERT Academic Publishing
Pages 112
Dimensions 150 × 7 × 225 mm   ·   185 g
Language German  

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