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A DC programming approach for a class of bilevel programming problems and its application in Portfolio Selection

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https://hal.univ-lorraine.fr/hal-01636726
Contributor : Hoai An Le Thi Connect in order to contact the contributor
Submitted on : Thursday, November 16, 2017 - 9:55:06 PM
Last modification on : Wednesday, March 2, 2022 - 9:42:12 AM

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Hoai An Le Thi, Tao Pham Dinh, Duc Quynh Tran. A DC programming approach for a class of bilevel programming problems and its application in Portfolio Selection. Numerical Algebra, Control and Optimization, 2012, 2 (1), pp.167 - 185. ⟨10.3934/naco.2012.2.167⟩. ⟨hal-01636726⟩

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