Pages that link to "Item:Q1422378"
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The following pages link to Financial planning via multi-stage stochastic optimization. (Q1422378):
Displaying 15 items.
- Planning working time accounts under demand uncertainty (Q709199) (← links)
- On the number of stages in multistage stochastic programs (Q827133) (← links)
- On the expected optimal value and the optimal expected value (Q850268) (← links)
- \(\text{CO}_{2} \) emissions trading planning in combined heat and power production via multi-period stochastic optimization (Q853076) (← links)
- Modeling international investment decisions for financial holding companies (Q869623) (← links)
- Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
- Portfolio optimization for wealth-dependent risk preferences (Q1958620) (← links)
- Multi-stage distributionally robust optimization with risk aversion (Q2031326) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
- Workforce planning and financing on a production/capital discrete-time model (Q2811941) (← links)
- Solving ALM problems via sequential stochastic programming (Q3593605) (← links)
- Optimality Conditions and Moreau–Yosida Regularization for Almost Sure State Constraints (Q5060167) (← links)
- Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection (Q5859015) (← links)
- End-to-end risk budgeting portfolio optimization with neural networks (Q6589084) (← links)
