scientific article; zbMATH DE number 1054948

zbMATH Open0877.90008MaRDI QIDQ4350064FDOQ4350064

Kjetil Høyland, John M. Mulvey, Fred Glover

Publication date: 27 October 1997

Title of this publication is not available (Why is that?)

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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)

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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