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Optimization techniques for tree-structured nonlinear problems
Hübner, Jens; Schmidt, Martin; Steinbach, Marc C. - In: Computational management science 17 (2020) 3, pp. 409-436
Persistent link: https://www.econbiz.de/10012308606
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Multi-dimensional clearing functions for aggregate capacity modelling in multi-stage production systems
Albey, Erinc; Bilge, Ümit; Uzsoy, Reha - In: International journal of production research 55 (2017) 13/14, pp. 4164-4179
Persistent link: https://www.econbiz.de/10011671668
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Positive mathematische Programmierung (PMP) im Agrarsektormodell RAUMIS
Cypris, Christian - 2000
Persistent link: https://www.econbiz.de/10013283654
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Portfolio optimization : application of the Markowitz model using lagrange and profitability forecast
Brătian, Vasile - In: Expert journal of economics 6 (2018) 1, pp. 26-34
This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the determination of the structure of the efficient securities portfolio. In this sense, in order to determine the structure of the efficient Markowitz portfolio (PE), a Lagrange function is built and...
Persistent link: https://www.econbiz.de/10012062904
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Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs
Queiroz, Anderson Rodrigo de; Morton, David P. - In: Operations research letters 41 (2013) 3, pp. 311-316
Persistent link: https://www.econbiz.de/10009757327
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Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling
Lohmann, Timo; Hering, Amanda S.; Rebennack, Steffen - In: European journal of operational research : EJOR 255 (2016) 1, pp. 243-258
Persistent link: https://www.econbiz.de/10011530864
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Scenario-based model predictive control for multi-echelon supply chain management
Schildbach, Georg; Morari, Manfred - In: European journal of operational research : EJOR 252 (2016) 2, pp. 540-549
Persistent link: https://www.econbiz.de/10011457711
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An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic asset pricing models
Jiang, Minqi; Liu, Jiapeng; Zhang, Lu - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 28-44
Persistent link: https://www.econbiz.de/10012655014
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On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies
Wang, Juyoung; Cevik, Mucahit; Bodur, Merve - In: INFOR : information systems and operational research 60 (2022) 2, pp. 133-164
Persistent link: https://www.econbiz.de/10013271181
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Concepts of Forecast and Decision Horizons : Applications to Dynamic Stochastic Optimization Problems
Bes, Christian - 2015
Focuses on a study which developed a framework for forecast and decision horizons. Definition of finite and infinite horizon stochastic optimization problems for a given forecast; Description of the general framework; Conditions for the existence of a solution horizon; Development of sufficient...
Persistent link: https://www.econbiz.de/10012750265