Pages that link to "Item:Q1004108"

The following pages link to Multi-period portfolio optimization with linear control policies (Q1004108):

Displaying 40 items.

• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
• Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
• Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
• A constraint sampling approach for multi-stage robust optimization (Q445078) (← links)
• A risk index model for multi-period uncertain portfolio selection (Q456449) (← links)
• Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization (Q490850) (← links)
• Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
• Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming (Q517339) (← links)
• Primal and dual linear decision rules in stochastic and robust optimization (Q647394) (← links)
• Robust combinatorial optimization under convex and discrete cost uncertainty (Q668950) (← links)
• A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
• Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
• Lot sizing with storage losses under demand uncertainty (Q1631634) (← links)
• Binary decision rules for multistage adaptive mixed-integer optimization (Q1702781) (← links)
• Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
• An incremental-hybrid-Yager's entropy model for dynamic portfolio selection with fuzzy variable (Q1727222) (← links)
• A survey of adjustable robust optimization (Q1740490) (← links)
• Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
• Robust optimization of uncertain multistage inventory systems with inexact data in decision rules (Q1789612) (← links)
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
• International portfolio management with affine policies (Q1927003) (← links)
• Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
• Oracle-based algorithms for binary two-stage robust optimization (Q2023665) (← links)
• An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
• An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
• Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
• On the construction of positional control in a multistep portfolio optimization problem with probabilistic criterion (Q2229544) (← links)
• Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
• Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
• A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
• A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
• Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
• Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
• A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
• Optimal chance-constrained pension fund management through dynamic stochastic control (Q2676275) (← links)
• Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective (Q5057987) (← links)
• Solving multistage stochastic linear programming via regularized linear decision rules: an application to hydrothermal dispatch planning (Q6167762) (← links)
• Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)
• Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)