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On the complexity of the FIFO stack-up problem
Gurski, Frank; Rethmann, Jochen; Wanke, Egon - In: Mathematical methods of operations research 83 (2016) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10011446607
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Generation of interior points and polyhedral representations of cones in RN cut by M planes sharing a common point
Belyaev, Alexander - In: Mathematical methods of operations research 83 (2016) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10011446619
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Optimal investment and consumption under partial information
Lindensjö, Kristoffer - In: Mathematical methods of operations research 83 (2016) 1, pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
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A trust-region method with improved adaptive radius for systems of nonlinear equations
Esmaeili, Hamid; Kimiaei, Morteza - In: Mathematical methods of operations research 83 (2016) 1, pp. 109-125
Persistent link: https://www.econbiz.de/10011446624
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FEMOEA : a fast and efficient multi-objective evolutionary algorithm
Redondo, J. L.; Fernández, J.; Ortigosa, P. M. - In: Mathematical methods of operations research 85 (2017) 1, pp. 113-135
Persistent link: https://www.econbiz.de/10011714346
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Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti; Selvamuthu, Dharmaraja - In: Mathematical methods of operations research 86 (2017) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
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An optimal subgradient algorithm for large-scale bound-constrained convex optimzation
Ahookhosh, Masoud; Neumaier, Arnold - In: Mathematical methods of operations research 86 (2017) 1, pp. 123-147
Persistent link: https://www.econbiz.de/10011714390
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Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun; Li, Xun; Cui, Xiangyu - In: Mathematical methods of operations research 85 (2017) 3, pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
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Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian; Xiao, Qingxian - In: Mathematical methods of operations research 85 (2017) 3, pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
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SAA method based on modified Newton method for stochastic variational inequality with second-oder cone constraints and application in portfolio optimization
Chen, Shuang; Pang, Li-Ping; Ma, Xue-Fei; Li, Dan - In: Mathematical methods of operations research 84 (2016) 1, pp. 129-154
Persistent link: https://www.econbiz.de/10011673458