Solving long-term financial planning problems via global optimization (Q1391442): Difference between revisions

@@ Property / author @@
-Costas D. Maranas
@@ Property / author: Costas D. Maranas / rank @@
-Normal rank
@@ Property / author @@
-Ioannis P. Androulakis
@@ Property / author: Ioannis P. Androulakis / rank @@
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@@ Property / author @@
-Christodoulos A. Floudas
@@ Property / author: Christodoulos A. Floudas / rank @@
-Normal rank
@@ Property / author @@
-John M. Mulvey
@@ Property / author: John M. Mulvey / rank @@
-Normal rank
@@ Property / author @@
+Costas D. Maranas
@@ Property / author: Costas D. Maranas / rank @@
+Normal rank
@@ Property / author @@
+Ioannis P. Androulakis
@@ Property / author: Ioannis P. Androulakis / rank @@
+Normal rank
@@ Property / author @@
+Christodoulos A. Floudas
@@ Property / author: Christodoulos A. Floudas / rank @@
+Normal rank
@@ Property / author @@
+John M. Mulvey
@@ Property / author: John M. Mulvey / rank @@
+Normal rank
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+CONOPT
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@@ Property / cites work @@
+A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
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@@ Property / cites work @@
+Q4858094
@@ Property / cites work: Q4858094 / rank @@
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@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
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+Parallelization and aggregation of nested Benders decomposition
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+CONOPT—A Large-Scale GRG Code
@@ Property / cites work: CONOPT—A Large-Scale GRG Code / rank @@
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@@ Property / cites work @@
+Primal-relaxed dual global optimization approach
@@ Property / cites work: Primal-relaxed dual global optimization approach / rank @@
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+On decision rules in stochastic programming
@@ Property / cites work: On decision rules in stochastic programming / rank @@
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+Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
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+Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
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+Global optimization for molecular conformation problems
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+Global minimum potential energy conformations of small molecules
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+Optimum consumption and portfolio rules in a continuous-time model
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+Stochastic Network Programming for Financial Planning Problems
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+Scenarios and Policy Aggregation in Optimization Under Uncertainty
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+A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
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+Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0165-1889(97)00032-8
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+W2051106635
@@ Property / OpenAlex ID: W2051106635 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1391442