Search Results - subject:"Multi-period optimization"

Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency

Pun, Chi Seng; Ye, Zi - In: Quantitative finance 23 (2023) 2, pp. 351-365

Persistent link: https://www.econbiz.de/10014232651

Air conditioner consumption optimization in an office building considering user comfort

Khorram, Mahsa; Faria, Pedro; Abrishambaf, Omid; Vale, Zita - In: Energy Reports 6 (2020) 1, pp. 120-126

since they are responsible for a huge portion of total energy consumption. This paper proposes a multi-period optimization …

Persistent link: https://www.econbiz.de/10012652082

Air conditioner consumption optimization in an office building considering user comfort

Khorram, Mahsa; Faria, Pedro; Abrishambaf, Omid; Vale, Zita - In: Energy reports 6 (2020) 1, pp. 120-126

since they are responsible for a huge portion of total energy consumption. This paper proposes a multi-period optimization …

Persistent link: https://www.econbiz.de/10012176586

A multi-period fuzzy optimization strategy for managing a centralized blood supply chain

Kees, M. Celeste; Bandoni, J. Alberto; Moreno, M. Susana - In: Socio-economic planning sciences : the international … 84 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013489389

Monge properties, optimal greedy policies, and policy improvement for the dynamic stochastic transportation problem

Estes, Alexander S.; Ball, Michael O. - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 785-807

Persistent link: https://www.econbiz.de/10012546229

The dynamic vehicle allocation problem with application in trucking companies in Brazil

Vasco, Rejane Arinos; Morabito, Reinaldo - In: Computers & operations research : and their … 76 (2016), pp. 118-133

Persistent link: https://www.econbiz.de/10011582662

60 years portfolio optimization : practical challenges and current trends

Kolm, Petter N.; Tütüncü, Reha; Fabozzi, Frank J. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 356-371

Persistent link: https://www.econbiz.de/10010356756

60 Years of portfolio optimization: Practical challenges and current trends

Kolm, Petter N.; Tütüncü, Reha; Fabozzi, Frank J. - In: European Journal of Operational Research 234 (2014) 2, pp. 356-371

The concepts of portfolio optimization and diversification have been instrumental in the development and understanding of financial markets and financial decision making. In light of the 60year anniversary of Harry Markowitz’s paper “Portfolio Selection,” we review some of the approaches...

Persistent link: https://www.econbiz.de/10011052731