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  • Search: subject:"Algorithmic efficiency"
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Subject
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Algorithmic efficiency 2 Bruss–Weber problems 1 Bruss’ stopping problem 1 Mathematical programming 1 Mathematische Optimierung 1 Monotone stopping problem 1 Nichtlineare Optimierung 1 Nonlinear programming 1 Odds-algorithm 1 Optimal prediction 1 Portfolio optimisation 1 Portfolio selection 1 Portfolio-Management 1 Quadratic programming 1 Theorie 1 Theory 1 Vectorisation 1
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Undetermined 2
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Dendievel, Rémi 1 Kontosakos, Vasileios E. 1
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Operations research forum 1 Statistics & Probability Letters 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Fast quadratic programming for mean-variance portfolio optimisation
Kontosakos, Vasileios E. - In: Operations research forum 1 (2020) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10012306137
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Weber’s optimal stopping problem and generalizations
Dendievel, Rémi - In: Statistics & Probability Letters 97 (2015) C, pp. 176-184
One way to interpret the classical secretary problem (CSP) is to consider it as a special case of the following problem. We observe n independent indicator variables I1,I2,…,In sequentially and we try to stop on the last variable being equal to 1. If Ik=1 it means that the kth observed...
Persistent link: https://www.econbiz.de/10011189323
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