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Progressive equilibration algorithms : the case of linear transaction costs

Author(s)
Eydeland, Alexander; Nagurney, Anna; Massachusetts Institute of Technology. Operations Research Center
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Description
Includes bibliographical references (p. 26-27).
Date issued
1989
URI
http://hdl.handle.net/1721.1/5399
Publisher
Massachusetts Institute of Technology, Operations Research Center
Other identifiers
OR 198-89
Series/Report no.
Working paper (Massachusetts Institute of Technology. Operations Research Center) ; OR 198-89.

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  • Operations Research Center Working Papers

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