Two-stage problem of quantile optimization of an investment project

DOI10.1134/S106423071002005XMaRDI QIDQ2017553zbMATH OpenOpenAlexFDO

Authors A. V. Naumov

Publication date 23 March 2015

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s106423071002005x

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• A two-stage problem of quantile optimization of a hospital budget
• A two-stage quantile linear programming problem
• Guaranteeing solutions of the quadratic programming problem with inexactly assigned parameters and their applications in the investment process
• scientific article; zbMATH DE number 1016946 (Why is no real title available?)
• Introduction to Stochastic Programming

Cited in

(4)

• A two-stage problem of quantile optimization of a hospital budget
• Stochastic model of the electric power purchase system on a railway segment
• On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters
• Investigation of a two-stage integer problem of quantile optimization

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