Solving long-term financial planning problems via global optimization

DOI10.1016/S0165-1889(97)00032-8zbMath0901.90016OpenAlexW2051106635MaRDI QIDQ1391442

A. J. Berger, Ioannis P. Androulakis, Costas D. Maranas, Christodoulos A. Floudas, John M. Mulvey

Publication date: 22 July 1998

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(97)00032-8

zbMATH Keywords

global optimization algorithmfinancial planning problemsfixed-mix problem

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Stochastic programming (90C15) Portfolio theory (91G10)

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Uses Software

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