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Kuhn-Tucker’s Theorem - the Fundamental Result in Convex Programming Applied to Finance and Economic Sciences

The International Journal of Latest Trends in Finance and Economic Sciences

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Title Kuhn-Tucker’s Theorem - the Fundamental Result in Convex Programming Applied to Finance and Economic Sciences
 
Creator Ferreira, Manuel Alberto M.; ISCTE-IUL
Andrade, Marina
Matos, Maria Cristina Peixoto
Filipe, José António
Coelho, Manuel Pacheco
 
Description The optimization problems are not so important now in the field of production. But in the minimization risk problems, in profits maximization problems, in Marketing Research, in Finance, they are completely actual. The main mathematical tool to solve these problems is the convex programming and the main result is the Kuhn-Tucker Theorem. In this work that result mathematical fundaments, in the context of real Hilbert spaces, is presented.
 
Publisher International Journal of Latest Trends in Finance and Economic Sciences
 
Contributor —
 
Date 2012-07-25
 
Type —
 
Format application/pdf
 
Identifier http://ojs.excelingtech.co.uk/index.php/IJLTFES/article/view/487
10.2047/ijltfes.v2i2.487
 
Source International Journal of Latest Trends in Finance and Economic Sciences; Vol 2, No 2 (2012): June
 
Language en
 
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