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Simulation-optimization via kriging and bootstrapping : a survey
Kleijnen, Jack P. C. - 2013 - Revision of CentER DP 2011-064
Persistent link: https://www.econbiz.de/10010228792
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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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Inter-cell movement minimisation in a cellular manufacturing system having stochastic parameters
Salarian, Reza; Fazlollahtabar, Hamed; Mahdavi, Iraj - In: International journal of services and operations management 17 (2014) 1, pp. 67-87
Persistent link: https://www.econbiz.de/10010389451
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A stochastic maritime transportation-inventory problem with gamma, exponential, and uniform demand distributions
Soroush, Hossein M.; Al-Yakoob, Salem M.; Alqallaf, … - In: European journal of industrial engineering : EJIE 14 (2020) 6, pp. 813-850
Persistent link: https://www.econbiz.de/10012504279
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The optimal production and capacity investment under stochastic prices
Dai, Guangcui - 1993
Persistent link: https://www.econbiz.de/10000869440
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An optimal constitution in a stochastic environment
Barbosa, António S. Pinto; Jovanovic, Boyan - 1991
Persistent link: https://www.econbiz.de/10000828933
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Existence and characterization results for stochastic dynamic programming
Streufert, Peter Alfred - 1991
Persistent link: https://www.econbiz.de/10000836667
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Solving nonlinear stochastic optimization and equilibrium problems backwards
Sims, Christopher A. - 1989
Persistent link: https://www.econbiz.de/10000767639
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Discrete stochastic programming : concepts, examples and a review of empirical applications
Apland, Jeffrey; Hauer, Grant - 1993
Persistent link: https://www.econbiz.de/10000875085