Pages that link to "Item:Q4032487"

The following pages link to Stochastic Network Programming for Financial Planning Problems (Q4032487):

Displaying 50 items.

• Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
• Coupling a memetic algorithm to simulation models for promising multi-period asset allocations (Q336580) (← links)
• A stochastic multi-agent optimization model for energy infrastructure planning under uncertainty in an oligopolistic market (Q681459) (← links)
• Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083) (← links)
• Exact methods for large-scale multi-period financial planning problems (Q839841) (← links)
• An optimization model for stochastic project networks with cash flows (Q867428) (← links)
• Generating interest rate scenarios for bank asset liability management (Q928295) (← links)
• On-line portfolio selection using stochastic programming (Q951342) (← links)
• Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) (← links)
• Simulation and optimization approaches to scenario tree generation (Q953641) (← links)
• Solving stochastic transportation network protection problems using the progressive hedging-based method (Q972438) (← links)
• On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180) (← links)
• A stochastic programming model for money management (Q1127123) (← links)
• Dynamic models for fixed-income portfolio management under uncertainty (Q1275033) (← links)
• Strategic financial risk management and operations research (Q1278574) (← links)
• Discretized reality and spurious profits in stochastic programming models for asset/liability management (Q1278969) (← links)
• Bank asset and liability management under uncertainty (Q1290714) (← links)
• Computational assessment of distributed decomposition methods for stochastic linear programs (Q1296802) (← links)
• A stochastic programming model for funding single premium deferred annuities (Q1363425) (← links)
• Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
• Strategic asset allocation (Q1391439) (← links)
• Solving long-term financial planning problems via global optimization (Q1391442) (← links)
• The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
• Financial planning via multi-stage stochastic optimization. (Q1422378) (← links)
• The computation of the worst conditional expectation. (Q1427561) (← links)
• Heuristics for cardinality constrained portfolio optimization (Q1582684) (← links)
• Combinatorial optimization: current successes and directions for the future (Q1593834) (← links)
• Newton-type methods for stochastic programming. (Q1597071) (← links)
• Portfolio diversification in the sovereign credit swap markets (Q1621893) (← links)
• Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
• Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682) (← links)
• A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs (Q2063190) (← links)
• Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization (Q2097671) (← links)
• Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming (Q2138242) (← links)
• Modeling of financial supply chain (Q2275599) (← links)
• Scenario generation in stochastic programming using principal component analysis based on moment-matching approach (Q2307992) (← links)
• Stochastic dual dynamic integer programming (Q2414913) (← links)
• Portfolio rebalancing model with transaction costs based on fuzzy decision theory (Q2433448) (← links)
• A mixed R{\&}D projects and securities portfolio selection model (Q2455632) (← links)
• Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
• Multi-period stochastic portfolio optimization: block-separable decomposition (Q2480253) (← links)
• A management system for decompositions in stochastic programming (Q2507408) (← links)
• Dynamic asset allocation for varied financial markets under regime switching framework (Q2514717) (← links)
• Optimal security liquidation algorithms (Q2574056) (← links)
• Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
• A Progressive Hedging Approach for Surgery Planning Under Uncertainty (Q2802252) (← links)
• Mean-variance-skewness model for portfolio selection with transaction costs (Q3044157) (← links)
• Dynamic portfolio management under competing representations (Q3374171) (← links)
• Time to wealth goals in capital accumulation (Q3375375) (← links)
• Stochastic programming for funding mortgage pools (Q3593603) (← links)