scientific article; zbMATH DE number 1054948

MaRDI QIDQ4350064zbMATH OpenFDO

Authors Fred Glover, John M. Mulvey, Kjetil Høyland

Publication date 27 October 1997

zbMATH Keywords

tabu searchnonconvexitiesfinancial modelingdynamic stochastic controlmultistage planning problemsreal world test casesvariable scaling

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Optimal stochastic control (93E20)

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Cited in

(4)

• Strategic financial risk management and operations research
• Heuristics for cardinality constrained portfolio optimization
• Metaheuristics: A bibliography
• Parameter estimation in stochastic scenario generation systems

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