The following pages link to John M. Mulvey (Q206438):
Displaying 50 items.
- Optimal savings management for individuals with defined contribution pension plans (Q319058) (← links)
- Dynamic allocations for currency futures under switching regimes signals (Q323115) (← links)
- Solving capacitated clustering problems (Q799059) (← links)
- Applying the progressive hedging algorithm to stochastic generalized networks (Q811327) (← links)
- Stochastic network optimization models for investment planning (Q917418) (← links)
- A distributed algorithm for convex network optimization problems (Q1104052) (← links)
- Vectorization and multitasking of nonlinear network programming algorithms (Q1116904) (← links)
- A classroom/time assignment model (Q1158092) (← links)
- A diagonal quadratic approximation method for large scale linear programs (Q1200793) (← links)
- (Q1250034) (redirect page) (← links)
- An evaluation of mathematical programming and minicomputers (Q1250035) (← links)
- Strategic financial risk management and operations research (Q1278574) (← links)
- Linking strategic and tactical planning systems for asset and liability management (Q1289306) (← links)
- (Q1391441) (redirect page) (← links)
- Solving long-term financial planning problems via global optimization (Q1391442) (← links)
- Financial planning via multi-stage stochastic optimization. (Q1422378) (← links)
- Stratified filtered sampling in stochastic optimization (Q1568373) (← links)
- Parameter estimation in stochastic scenario generation systems (Q1806616) (← links)
- Dynamic asset allocation for varied financial markets under regime switching framework (Q2514717) (← links)
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553) (← links)
- Multistage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators (Q3001279) (← links)
- (Q3139187) (← links)
- Cluster Analysis: An Application of Lagrangian Relaxation (Q3205048) (← links)
- (Q3372279) (← links)
- Improving performance for long-term investors: wide diversification, leverage, and overlay strategies (Q3593602) (← links)
- An Enterprise Risk Management Model for Supply Chains (Q3638502) (← links)
- Solving Large Scale Generalized Networks (Q3682271) (← links)
- (Q3751342) (← links)
- Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP (Q3751389) (← links)
- OR Practice—Large-Scale Nonlinear Network Models and Their Application (Q3823391) (← links)
- (Q3858013) (← links)
- (Q3873956) (← links)
- Technical Note—Equivalence of the 0-1 Integer Programming Problem to Discrete Generalized and Pure Networks (Q3887226) (← links)
- Network Relaxations and Lower Bounds for Multiple Choice Problems (Q3967363) (← links)
- Solving multistage stochastic networks: An application of scenario aggregation (Q3984284) (← links)
- Formulating Two-Stage Stochastic Programs for Interior Point Methods (Q3988906) (← links)
- Stochastic Network Programming for Financial Planning Problems (Q4032487) (← links)
- Pivot Strategies for Primal-Simplex Network Codes (Q4158842) (← links)
- Reporting computational experiments in mathematical programming (Q4171520) (← links)
- Testing of a large-scale network optimization program (Q4171521) (← links)
- A critical review of comparisons of mathematical programming algorithms and software (1953-1977) (Q4197616) (← links)
- Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure (Q4202585) (← links)
- (Q4209178) (← links)
- (Q4231143) (← links)
- (Q4247068) (← links)
- (Q4251839) (← links)
- (Q4251860) (← links)
- (Q4251882) (← links)
- Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives (Q4277508) (← links)
- (Q4311900) (← links)
