A graphical approach to solve an investment optimization problem

DOI10.1007/s10852-013-9248-2zbMath1307.91189OpenAlexW1963937004WikidataQ57633793 ScholiaQ57633793MaRDI QIDQ483269

Frank Werner, Evgeny R. Gafarov, Alexander A. Lazarev, Alexandre Dolgui

Publication date: 16 December 2014

Published in: Journal of Mathematical Modelling and Algorithms in Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10852-013-9248-2

zbMATH Keywords

graphical algorithmFPTASproject investmentpseudo-polynomial time complexity

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Combinatorial optimization (90C27) Dynamic programming (90C39) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

A new effective dynamic program for an investment optimization problem

Cites Work

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• Multi-product lot-sizing and sequencing on a single imperfect machine
• Nonconvex piecewise linear knapsack problems
• A graphical realization of the dynamic programming method for solving NP-hard combinatorial problems
• An FPTAS for a single-item capacitated economic lot-sizing problem with monotone cost structure
• An Algorithm for Single-Item Capacitated Economic Lot Sizing with Piecewise Linear Production Costs and General Holding Costs

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