...条件极值是多元函数微分学的重要组成部分, 它不仅在理论上有重要的应用, 而且在其它学科及... [gap=12584]key words】 Extremum,Conditional extreme value,Lagrange multiplier method,Gradient method, Application ...
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conditional extreme value VaR 条件极值VaR
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All know that most of the optimization of economic system can be converted into conditional extreme value problem which takes nonlinear operator or multi operator as constraints.
许多经济系统中的优化问题,可化为用单值非线性算子或多值算子形成约束条件的条件极值问题。
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