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language:"eng"
type_genre:"Glossary included"
~accessRights:"restricted"
~subject:"Mathematical programming"
~type_genre:"Bibliografie enthalten"
~type_genre:"Conference paper"
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Mathematical programming
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Recent advances in optimization theory and applications
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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ECONIS (ZBW)
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1
Effective algorithms for optimal portfolio deleveraging problem with cross impact
Luo, Hezhi
;
Chen, Yuanyuan
;
Zhang, Xianye
;
Li, Duan
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 36-89
Persistent link: https://www.econbiz.de/10014471144
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2
Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019) : discrete stochastic optimization in finance : editorial
Consigli, Giorgio
;
Kopa, Miloš
;
Pichler, Alois
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 28-30
Persistent link: https://www.econbiz.de/10012872492
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3
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
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4
A linear programming primer : from Fourier to Karmarkar
Chakraborty, Atlanta
;
Chandru, Vijay
;
Rao, M. R.
- In:
Recent advances in game theory, optimization theory and …
,
(pp. 593-616)
.
2020
Persistent link: https://www.econbiz.de/10012239080
Saved in:
5
Optimality conditions for nonsmooth multiobjective bilevel optimization problems
Chuong Thai Doan
- In:
Recent advances in game theory, optimization theory and …
,
(pp. 617-642)
.
2020
Persistent link: https://www.econbiz.de/10012239149
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6
On solving a non-convex quadratic programming problem involving resistance distances in graphs
Dubey, Dipti
;
Neogy, S. K.
- In:
Recent advances in game theory, optimization theory and …
,
(pp. 643-651)
.
2020
Persistent link: https://www.econbiz.de/10012239154
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7
Some characterizations of cone preserving Z-transformations
Gowda, M. Seetharama
;
Song, Yoon J.
;
Sivakumar, K. C.
- In:
Recent advances in game theory, optimization theory and …
,
(pp. 727-736)
.
2020
Persistent link: https://www.econbiz.de/10012239170
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8
Computing semi-stationary optimal policies for multichain semi-Markov decision processes
Mondal, Prasenjit
- In:
Recent advances in game theory, optimization theory and …
,
(pp. 843-865)
.
2020
Persistent link: https://www.econbiz.de/10012239207
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9
T. Parthasarathy's contributions to complementarity problems : a survey
Murthy, G. S. R.
;
Sivakumar, K. C.
;
Sushmitha, P.
- In:
Recent advances in game theory, optimization theory and …
,
(pp. 867-894)
.
2020
Persistent link: https://www.econbiz.de/10012239209
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10
Optimal storage and transmission investments in a bilevel electricity market model
Weibelzahl, Martin
;
Märtz, Alexandra
- In:
Recent advances in game theory, optimization theory and …
,
(pp. 911-940)
.
2020
Persistent link: https://www.econbiz.de/10012239214
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