Solving long-term financial planning problems via global optimization
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Publication:1391442
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
Applications of mathematical programming (90C90) Nonlinear programming (90C30) Stochastic programming (90C15) Portfolio theory (91G10)
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Uses Software
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