Multi-criteria optimal stopping methods applied to the portfolio optimisation problem (Q1615933): Difference between revisions

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+An interactive method for the optimal selection problem with two decision makers
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+Multi-objective stochastic programming for portfolio selection
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+Optimal stopping problems by two or more decision makers: a survey
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+A multi-attribute extension of the secretary problem: theory and experiments
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+A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
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+Optimal selection based on relative rank (the 'Secretary Problem')
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+Multi-attribute sequential decision problem with optimizing and satisficing attributes
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+The Secretary Problem and Its Extensions: A Review
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+On the full information best-choice problem
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+Multicriterial problem of optimum stopping of the selection process
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+An Optimal Stopping Problem with Two Decision Makers
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+Dynamic Programming and Decision Theory
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+A Problem of Optimal Choice and Assignment
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+IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection
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