Pages that link to "Item:Q917418"

The following pages link to Stochastic network optimization models for investment planning (Q917418):

Displaying 29 items.

• Cost/risk balanced management of scarce resources using stochastic programming (Q421743) (← links)
• Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
• Applying the progressive hedging algorithm to stochastic generalized networks (Q811327) (← links)
• Extended scenario analysis (Q1176855) (← links)
• Strategic financial risk management and operations research (Q1278574) (← links)
• The augmented system variant of IPMs in two-stage stochastic linear programming computation (Q1278963) (← links)
• Modelling and analysis of multistage stochastic programming problems: A software environment (Q1278966) (← links)
• Bank asset and liability management under uncertainty (Q1290714) (← links)
• Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint (Q1308878) (← links)
• A model for portfolio management with mortgage-backed securities (Q1309882) (← links)
• Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← links)
• Data parallel computing for network-structured optimization problems (Q1328430) (← links)
• A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs (Q1363435) (← links)
• Optimal deviations from an asset allocation. (Q1422358) (← links)
• Location-allocation planning of stockpiles for effective disaster mitigation (Q1761834) (← links)
• Efficient solution of two-stage stochastic linear programs using interior point methods (Q1803648) (← links)
• Network planning under uncertainty with an application to hydropower generation (Q1891353) (← links)
• Applications of stochastic programming under incomplete information (Q1893965) (← links)
• Postoptimality for multistage stochastic linear programs (Q1896444) (← links)
• Models and model value in stochastic programming (Q1904670) (← links)
• Asset/liability management under uncertainty for fixed-income securities (Q1904674) (← links)
• On the formulation of stochastic linear programs using algebraic modelling languages (Q1918423) (← links)
• Solving linear programs with multiple right-hand sides: Pricing and ordering schemes (Q1918430) (← links)
• Solving multistage stochastic network programs on massively prallel computers (Q1918923) (← links)
• On solving stochastic production planning problems via scenario modelling (Q1919106) (← links)
• Robust multiperiod portfolio management in the presence of transaction costs (Q2384579) (← links)
• Simulation-based parametric optimization for long-term asset allocation using behavioral utilities (Q2486827) (← links)
• Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
• Scenario aggregation for supply chain quantity-flexibility contract (Q5172509) (← links)