Abstract
The optimal portfolio problem of effect-interdependent investment projects is considered. An algorithm yielding the optimal solution based on the method of network programming is suggested. The performance of this algorithm is illustrated using an example.
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Original Russian Text © Z.G. Rudenko, 2015, published in Problemy Upravleniya, 2015, No. 5, pp. 67–70.
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Rudenko, Z.G. Nonlinear optimization problem of interdependent investment projects portfolio. Autom Remote Control 77, 1849–1854 (2016). https://doi.org/10.1134/S0005117916100118
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DOI: https://doi.org/10.1134/S0005117916100118