Introduction to financial optimization: Mathematical programming special issue

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DOI10.1007/s101070000207zbMath0994.91026MaRDI QIDQ5944950

John M. Mulvey

Publication date: 10 October 2001

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

portfolio stochastic programming dynamic stochastic control financial planning

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

Related Items (3)

HMM based scenario generation for an investment optimisation problem ⋮ Tactical Portfolio Planning in the Natural Gas Supply Chain ⋮ Measuring risk for income streams

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