-
Previous Article
Advertising competition with market expansion for finite horizon firms
- JIMO Home
- This Issue
-
Next Article
Preface
Editorial
1. | Department of Mathematics and Statistics, Curtin University, G.P.O. Box U1987, Perth, WA 6845 |
2. | GuiZhou University, GuiYang GuiZhou 550025, China, Other lines, Springfield, MO 65801-2604 |
[1] |
Ardeshir Ahmadi, Hamed Davari-Ardakani. A multistage stochastic programming framework for cardinality constrained portfolio optimization. Numerical Algebra, Control & Optimization, 2017, 7 (3) : 359-377. doi: 10.3934/naco.2017023 |
[2] |
Luke Finlay, Vladimir Gaitsgory, Ivan Lebedev. Linear programming solutions of periodic optimization problems: approximation of the optimal control. Journal of Industrial & Management Optimization, 2007, 3 (2) : 399-413. doi: 10.3934/jimo.2007.3.399 |
[3] |
Hong Seng Sim, Wah June Leong, Chuei Yee Chen, Siti Nur Iqmal Ibrahim. Multi-step spectral gradient methods with modified weak secant relation for large scale unconstrained optimization. Numerical Algebra, Control & Optimization, 2018, 8 (3) : 377-387. doi: 10.3934/naco.2018024 |
2019 Impact Factor: 1.366
Tools
Metrics
Other articles
by authors
[Back to Top]